-18.0%
CMG vs WM
+48.6%
-66.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.5% | +3.2% | -0.7% | +1.5% |
| 30D | +15.6% | +13.0% | +2.6% | +11.7% |
| 3M | +8.2% | +9.2% | -1.0% | +5.5% |
| 6M | +9.9% | +13.6% | -3.8% | +5.0% |
| YTD | -4.6% | +12.4% | -17.0% | -9.0% |
| 1Y | +12.4% | +21.2% | -8.8% | +4.7% |
| 3Y | -18.0% | +48.7% | -66.7% | -28.8% |
| All | -18.0% | +48.6% | -66.6% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling