+3,994.3%
CMG vs WBD
+288.3%
+3,706.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -6.5% | -1.7% | -4.8% | -6.1% |
| 30D | +12.1% | +3.9% | +8.2% | +11.2% |
| 3M | +20.6% | +5.1% | +15.5% | +19.2% |
| 6M | +2.1% | +0.6% | +1.5% | +1.9% |
| YTD | -2.6% | -3.2% | +0.5% | -2.1% |
| 1Y | -8.7% | +127.7% | -136.3% | -25.2% |
| 3Y | -7.4% | +146.6% | -153.9% | -30.2% |
| 5Y | -5.7% | +4.2% | -9.8% | -17.1% |
| 10Y | +322.3% | +13.7% | +308.7% | +209.6% |
| All | +3,994.3% | +288.3% | +3,706.0% | +1,641.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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