+325.9%
CMG vs WAT
+222.4%
+103.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +15.6% | +5.4% | +10.2% | +13.7% |
| 3M | +8.2% | +11.3% | -3.1% | +4.4% |
| 6M | +9.9% | +37.4% | -27.5% | -1.0% |
| YTD | -4.6% | +21.2% | -25.8% | -11.5% |
| 1Y | +12.4% | +21.3% | -8.9% | +4.3% |
| 3Y | -18.0% | +83.4% | -101.4% | -36.1% |
| 5Y | -5.3% | +29.0% | -34.3% | -18.2% |
| All | +325.9% | +222.4% | +103.5% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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