+323.6%
CMG vs WM
+305.2%
+18.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | +12.7% | -4.3% | +17.1% | +14.9% |
| 3M | +26.3% | +0.8% | +25.5% | +25.1% |
| 6M | +4.5% | -10.8% | +15.2% | +9.0% |
| YTD | -0.1% | -0.1% | -0.1% | -1.1% |
| 1Y | -6.8% | +1.0% | -7.8% | -8.4% |
| 3Y | -5.0% | +45.1% | -50.1% | -22.4% |
| 5Y | -3.0% | +52.1% | -55.1% | -23.2% |
| 10Y | +323.6% | +302.9% | +20.6% | +158.8% |
| All | +323.6% | +305.2% | +18.3% | +158.8% |
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