+322.3%
CMG vs STM
+656.4%
-334.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -6.5% | +1.7% | -8.1% | -6.9% |
| 30D | +12.1% | -5.2% | +17.3% | +13.4% |
| 3M | +20.6% | -29.6% | +50.2% | +29.2% |
| 6M | +2.1% | +54.4% | -52.3% | -14.8% |
| YTD | -2.6% | +99.5% | -102.1% | -25.3% |
| 1Y | -8.7% | +100.8% | -109.4% | -30.6% |
| 3Y | -7.4% | +20.2% | -27.5% | -21.8% |
| 5Y | -5.7% | +21.1% | -26.8% | -23.2% |
| 10Y | +322.3% | +664.5% | -342.2% | +182.0% |
| All | +322.3% | +656.4% | -334.1% | +182.0% |
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