+12.4%
CMG vs STM
+94.3%
-81.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +2.5% | +12.0% | -9.5% | +2.6% |
| 30D | +15.6% | -0.4% | +16.0% | +15.6% |
| 3M | +8.2% | -13.2% | +21.4% | +8.1% |
| 6M | +9.9% | -26.1% | +35.9% | +7.7% |
| YTD | -4.6% | +81.2% | -85.8% | -19.7% |
| 1Y | +12.4% | +98.3% | -85.9% | -7.4% |
| All | +12.4% | +94.3% | -81.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling