+361.4%
CMG vs WM
+332.5%
+28.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | +4.1% | +0.8% | +3.3% | +3.8% |
| 30D | +20.5% | +13.8% | +6.7% | +13.8% |
| 3M | +14.5% | +6.4% | +8.1% | +11.3% |
| 6M | +14.8% | +13.2% | +1.6% | +7.9% |
| YTD | -1.0% | +10.8% | -11.7% | -6.4% |
| 1Y | +22.9% | +20.2% | +2.7% | +11.9% |
| 3Y | -13.6% | +46.5% | -60.1% | -29.6% |
| 5Y | +0.9% | +61.3% | -60.4% | -22.3% |
| 10Y | +361.4% | +324.8% | +36.6% | +156.1% |
| All | +361.4% | +332.5% | +28.9% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling