+321.2%
CMG vs W
+155.6%
+165.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +0.6% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | +12.9% | -5.6% | +18.5% | +13.7% |
| 3M | +18.8% | +41.9% | -23.1% | +11.3% |
| 6M | +4.1% | +30.2% | -26.2% | -2.0% |
| YTD | -2.4% | -2.9% | +0.6% | -4.6% |
| 1Y | -6.7% | +11.6% | -18.2% | -11.3% |
| 3Y | -7.1% | +37.0% | -44.1% | -20.1% |
| 5Y | -5.0% | -62.8% | +57.9% | -11.6% |
| All | +321.2% | +155.6% | +165.6% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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