-2.5%
CMG vs WM
+52.1%
-54.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +7.1% | -2.4% | +9.5% | +8.1% |
| 3M | +31.2% | +0.4% | +30.7% | +30.0% |
| 6M | +0.7% | -9.5% | +10.2% | +4.0% |
| YTD | -0.1% | +0.5% | -0.6% | -1.5% |
| 1Y | -10.7% | -1.1% | -9.7% | -11.4% |
| 3Y | -4.7% | +46.0% | -50.7% | -22.4% |
| All | -2.5% | +52.1% | -54.6% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling