-3.1%
CMG vs W
-62.2%
+59.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +10.9% | -4.2% | +15.2% | +11.4% |
| 3M | +15.8% | +26.9% | -11.1% | +10.7% |
| 6M | +6.9% | +31.2% | -24.3% | +0.9% |
| YTD | -2.2% | -1.8% | -0.3% | -4.4% |
| 1Y | -7.1% | +9.3% | -16.4% | -11.2% |
| 3Y | -7.1% | +33.2% | -40.3% | -19.0% |
| All | -3.1% | -62.2% | +59.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling