-5.0%
CMG vs WPM
+252.7%
-257.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.7% |
| 7D | -3.8% | -3.6% | -0.2% | -3.5% |
| 30D | +12.9% | +12.5% | +0.4% | +11.4% |
| 3M | +18.8% | +40.6% | -21.8% | +14.2% |
| 6M | +4.1% | +0.5% | +3.5% | +3.3% |
| YTD | -2.4% | +29.0% | -31.4% | -6.5% |
| 1Y | -6.7% | +43.8% | -50.5% | -12.0% |
| 3Y | -7.1% | +266.3% | -273.4% | -26.1% |
| 5Y | -5.0% | +255.1% | -260.1% | -28.5% |
| All | -5.0% | +252.7% | -257.6% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling