+934.3%
WMT vs CMG
+3,903.3%
-2,969.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | -0.2% | -6.5% | +6.2% | +0.6% |
| 30D | -5.8% | +12.1% | -17.9% | -7.3% |
| 3M | -10.8% | +20.6% | -31.3% | -13.4% |
| 6M | -14.3% | +2.1% | -16.4% | -15.1% |
| YTD | -4.4% | -2.6% | -1.8% | -4.9% |
| 1Y | +4.3% | -8.7% | +13.0% | +4.3% |
| 3Y | +100.1% | -7.4% | +107.4% | +97.7% |
| 5Y | +130.8% | -5.7% | +136.5% | +124.4% |
| 10Y | +433.7% | +322.3% | +111.4% | +310.2% |
| All | +934.3% | +3,903.3% | -2,969.0% | +414.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling