-7.1%
CMG vs WPM
+267.3%
-274.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | +10.9% | +14.4% | -3.5% | +9.8% |
| 3M | +15.8% | +37.0% | -21.1% | +13.2% |
| 6M | +6.9% | +4.1% | +2.8% | +6.0% |
| YTD | -2.2% | +31.7% | -33.9% | -4.9% |
| 1Y | -7.1% | +44.2% | -51.3% | -10.1% |
| 3Y | -7.1% | +265.5% | -272.6% | -19.8% |
| All | -7.1% | +267.3% | -274.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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