+4,100.0%
CMG vs WM
+1,074.7%
+3,025.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +7.1% | -2.4% | +9.5% | +8.4% |
| 3M | +31.2% | +0.4% | +30.7% | +30.1% |
| 6M | +0.7% | -9.5% | +10.2% | +5.0% |
| YTD | -0.1% | +0.5% | -0.6% | -1.5% |
| 1Y | -10.7% | -1.1% | -9.7% | -11.5% |
| 3Y | -4.7% | +46.0% | -50.7% | -24.4% |
| 5Y | -3.8% | +51.8% | -55.6% | -26.0% |
| 10Y | +352.5% | +307.5% | +45.0% | +95.0% |
| All | +4,100.0% | +1,074.7% | +3,025.3% | +803.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling