+12.4%
CMG vs WELL
+29.0%
-16.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.5% | +0.1% | +2.3% | +2.5% |
| 30D | +15.6% | +5.7% | +9.9% | +14.7% |
| 3M | +8.2% | +4.6% | +3.6% | +7.4% |
| 6M | +9.9% | +11.9% | -2.0% | +7.1% |
| YTD | -4.6% | +33.6% | -38.2% | -3.9% |
| 1Y | +12.4% | +29.8% | -17.3% | +13.6% |
| All | +12.4% | +29.0% | -16.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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