+3,671.4%
CMG vs WU
-21.6%
+3,693.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | -1.5% | -0.8% | -0.6% | -1.2% |
| 30D | +12.7% | -1.1% | +13.8% | +13.0% |
| 3M | +26.3% | -1.8% | +28.1% | +25.0% |
| 6M | +4.5% | -23.9% | +28.4% | +11.6% |
| YTD | -0.1% | -20.4% | +20.3% | +5.1% |
| 1Y | -6.8% | -10.6% | +3.8% | -5.9% |
| 3Y | -5.0% | -27.7% | +22.7% | +0.1% |
| 5Y | -3.0% | -51.1% | +48.1% | +13.4% |
| 10Y | +323.6% | -40.7% | +364.3% | +344.4% |
| All | +3,671.4% | -21.6% | +3,693.0% | +3,118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling