+157.3%
CMG vs TW
+206.7%
-49.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -2.1% | -4.5% | +2.4% | -0.6% |
| 30D | +10.9% | -2.3% | +13.2% | +11.6% |
| 3M | +15.8% | +2.6% | +13.2% | +13.5% |
| 6M | +6.9% | -17.5% | +24.5% | +12.8% |
| YTD | -2.2% | -5.3% | +3.1% | -2.3% |
| 1Y | -7.1% | -14.8% | +7.7% | -3.7% |
| 3Y | -7.1% | +18.8% | -26.0% | -17.8% |
| 5Y | -4.8% | +20.7% | -25.5% | -18.2% |
| All | +157.3% | +206.7% | -49.4% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling