+10.9%
CMG vs WETO
-99.3%
+110.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.4% | -5.6% | +5.8% |
| 7D | +22.5% | +3.6% | +19.0% | +22.5% |
| 30D | +14.1% | -17.2% | +31.3% | +14.1% |
| 3M | +4.1% | -83.7% | +87.8% | +3.5% |
| 6M | +10.1% | -98.3% | +108.3% | +12.3% |
| YTD | -4.9% | -99.0% | +94.1% | -3.1% |
| 1Y | +10.9% | -99.4% | +110.3% | +11.1% |
| All | +10.9% | -99.3% | +110.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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