+10.9%
CMG vs WY
+0.3%
+10.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.6% | +0.2% | +4.4% |
| 7D | +22.5% | +13.3% | +9.2% | +19.0% |
| 30D | +14.1% | +17.6% | -3.5% | +10.1% |
| 3M | +4.1% | -15.0% | +19.1% | +5.3% |
| 6M | +10.1% | -5.9% | +16.0% | +8.2% |
| YTD | -4.9% | -5.7% | +0.9% | -6.6% |
| 1Y | +10.9% | -0.2% | +11.1% | +7.6% |
| All | +10.9% | +0.3% | +10.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling