-7.3%
CMG vs WCC
+121.8%
-129.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.7% |
| 7D | -3.8% | +1.7% | -5.5% | -4.1% |
| 30D | +12.9% | -6.1% | +19.0% | +13.8% |
| 3M | +18.8% | +3.1% | +15.7% | +17.5% |
| 6M | +4.1% | +28.2% | -24.2% | -1.1% |
| YTD | -2.4% | +41.1% | -43.4% | -8.6% |
| 1Y | -6.7% | +61.3% | -68.0% | -15.1% |
| All | -7.3% | +121.8% | -129.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling