+4,005.7%
CMG vs WTW
+422.9%
+3,582.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | -3.8% | -7.8% | +4.0% | -0.4% |
| 30D | +12.9% | -7.9% | +20.8% | +17.0% |
| 3M | +18.8% | +19.9% | -1.2% | +9.7% |
| 6M | +4.1% | +9.8% | -5.7% | -0.9% |
| YTD | -2.4% | -3.3% | +1.0% | -2.2% |
| 1Y | -6.7% | -3.3% | -3.4% | -6.7% |
| 3Y | -7.1% | +61.5% | -68.7% | -27.7% |
| 5Y | -5.0% | +42.6% | -47.6% | -22.1% |
| 10Y | +323.5% | +197.1% | +126.5% | +144.0% |
| All | +4,005.7% | +422.9% | +3,582.8% | +1,530.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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