+1,863.4%
CMG vs SW
+730.4%
+1,133.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | +13.2% | +4.7% | +8.5% | +13.0% |
| 30D | +14.6% | +5.0% | +9.6% | +14.3% |
| 3M | +2.6% | -7.3% | +9.9% | +2.9% |
| 6M | +9.6% | +15.0% | -5.4% | +8.8% |
| YTD | -4.3% | +18.5% | -22.8% | -5.2% |
| 1Y | +10.7% | +27.1% | -16.4% | +9.4% |
| 3Y | -13.3% | +49.3% | -62.6% | -14.8% |
| 5Y | -1.4% | -1.6% | +0.3% | -3.1% |
| 10Y | +377.8% | +185.4% | +192.4% | +359.2% |
| All | +1,863.4% | +730.4% | +1,133.0% | +1,665.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling