-5.0%
CMG vs WU
-51.6%
+46.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.8% | -5.0% | +1.1% | -3.0% |
| 30D | +12.9% | -2.3% | +15.2% | +13.3% |
| 3M | +18.8% | -3.2% | +22.0% | +18.4% |
| 6M | +4.1% | -25.0% | +29.1% | +9.4% |
| YTD | -2.4% | -21.7% | +19.3% | +1.6% |
| 1Y | -6.7% | -9.0% | +2.3% | -6.1% |
| 3Y | -7.1% | -28.9% | +21.8% | -3.8% |
| 5Y | -5.0% | -51.0% | +46.1% | +5.0% |
| All | -5.0% | -51.6% | +46.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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