+162.7%
CMG vs TW
+211.4%
-48.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.0% |
| 7D | -1.5% | -3.5% | +2.0% | -0.4% |
| 30D | +12.7% | +0.5% | +12.2% | +12.4% |
| 3M | +26.3% | +4.9% | +21.3% | +22.8% |
| 6M | +4.5% | -17.1% | +21.6% | +10.1% |
| YTD | -0.1% | -3.9% | +3.7% | -0.8% |
| 1Y | -6.8% | -13.3% | +6.5% | -3.9% |
| 3Y | -5.0% | +20.9% | -25.9% | -16.4% |
| 5Y | -3.0% | +20.5% | -23.5% | -16.5% |
| All | +162.7% | +211.4% | -48.7% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling