+325.9%
CMG vs STM
+470.7%
-144.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.5% | +12.0% | -9.5% | -0.4% |
| 30D | +15.6% | -0.4% | +16.0% | +14.8% |
| 3M | +8.2% | -13.2% | +21.4% | +10.4% |
| 6M | +9.9% | -26.1% | +35.9% | +12.9% |
| YTD | -4.6% | +81.2% | -85.8% | -26.4% |
| 1Y | +12.4% | +98.3% | -85.9% | -15.7% |
| 3Y | -18.0% | +16.7% | -34.7% | -31.4% |
| 5Y | -5.3% | -4.8% | -0.5% | -18.8% |
| All | +325.9% | +470.7% | -144.8% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling