+12.4%
CMG vs W
+0.7%
+11.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +15.6% | +6.8% | +8.8% | +15.1% |
| 3M | +8.2% | +10.7% | -2.5% | +7.4% |
| 6M | +9.9% | +86.3% | -76.5% | -0.2% |
| YTD | -4.6% | +11.5% | -16.1% | -6.2% |
| 1Y | +12.4% | +5.1% | +7.3% | +12.3% |
| All | +12.4% | +0.7% | +11.7% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling