+3,812.5%
CMG vs WM
+1,173.0%
+2,639.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -1.7% |
| 7D | +8.0% | +1.2% | +6.8% | +7.4% |
| 30D | +11.9% | +13.1% | -1.2% | +5.0% |
| 3M | +2.1% | +3.6% | -1.5% | +0.1% |
| 6M | +5.2% | +8.1% | -2.9% | +0.3% |
| YTD | -6.9% | +8.9% | -15.9% | -12.0% |
| 1Y | +12.7% | +20.3% | -7.7% | +1.1% |
| 3Y | -16.8% | +46.2% | -63.0% | -33.8% |
| 5Y | -4.1% | +59.9% | -64.0% | -28.1% |
| 10Y | +364.7% | +345.6% | +19.1% | +91.6% |
| All | +3,812.5% | +1,173.0% | +2,639.5% | +706.4% |
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