-7.6%
CMG vs WELL
+201.2%
-208.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -6.5% | -1.1% | -5.3% | -6.3% |
| 30D | +12.1% | +0.7% | +11.4% | +12.0% |
| 3M | +20.6% | +14.5% | +6.1% | +18.3% |
| 6M | +2.1% | +14.4% | -12.3% | 0.0% |
| YTD | -2.6% | +28.5% | -31.1% | -6.0% |
| 1Y | -8.7% | +41.8% | -50.5% | -13.7% |
| All | -7.6% | +201.2% | -208.8% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling