-5.0%
CMG vs STM
+20.8%
-25.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.5% | +5.2% | -6.7% | -2.2% |
| 30D | +12.7% | -7.4% | +20.1% | +13.9% |
| 3M | +26.3% | -30.6% | +56.9% | +31.5% |
| 6M | +4.5% | +66.4% | -61.9% | -11.0% |
| YTD | -0.1% | +101.1% | -101.3% | -19.0% |
| 1Y | -6.8% | +97.4% | -104.2% | -24.6% |
| 3Y | -5.0% | +21.1% | -26.1% | -19.6% |
| All | -5.0% | +20.8% | -25.8% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling