+3,994.3%
CMG vs WY
+83.9%
+3,910.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -6.5% | -1.7% | -4.8% | -5.8% |
| 30D | +12.1% | -9.9% | +22.0% | +16.7% |
| 3M | +20.6% | -7.5% | +28.1% | +23.4% |
| 6M | +2.1% | -5.1% | +7.2% | +3.2% |
| YTD | -2.6% | -2.1% | -0.5% | -3.1% |
| 1Y | -8.7% | -7.3% | -1.3% | -7.3% |
| 3Y | -7.4% | -22.6% | +15.3% | -1.4% |
| 5Y | -5.7% | -19.8% | +14.1% | -1.9% |
| 10Y | +322.3% | +9.6% | +312.8% | +246.9% |
| All | +3,994.3% | +83.9% | +3,910.4% | +2,085.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling