+135.9%
WMT vs CMG
-4.8%
+140.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -2.1% | +2.1% | +0.3% |
| 30D | -7.4% | +10.9% | -18.3% | -8.6% |
| 3M | -10.9% | +15.8% | -26.7% | -13.0% |
| 6M | -12.7% | +6.9% | -19.6% | -14.0% |
| YTD | -3.2% | -2.2% | -1.0% | -3.7% |
| 1Y | +5.3% | -7.1% | +12.3% | +5.1% |
| 3Y | +101.9% | -7.1% | +109.0% | +99.3% |
| All | +135.9% | -4.8% | +140.7% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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