-16.8%
CMG vs WM
+47.1%
-63.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.1% |
| 7D | +8.0% | +1.2% | +6.8% | +7.6% |
| 30D | +11.9% | +13.1% | -1.2% | +8.1% |
| 3M | +2.1% | +3.6% | -1.5% | +1.1% |
| 6M | +5.2% | +8.1% | -2.9% | +2.0% |
| YTD | -6.9% | +8.9% | -15.9% | -10.3% |
| 1Y | +12.7% | +20.3% | -7.7% | +5.0% |
| 3Y | -16.8% | +46.2% | -63.0% | -28.0% |
| All | -16.8% | +47.1% | -63.9% | -28.0% |
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