+10.9%
CMG vs STRL
-30.1%
+41.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -21.5% | +27.3% | +5.7% |
| 7D | +22.5% | -27.1% | +49.6% | +22.5% |
| 30D | +14.1% | -45.8% | +59.9% | +14.4% |
| 3M | +4.1% | -47.6% | +51.7% | +4.4% |
| 6M | +10.1% | -46.4% | +56.5% | +7.6% |
| YTD | -4.9% | -7.4% | +2.5% | -7.3% |
| 1Y | +10.9% | -25.9% | +36.8% | +8.8% |
| All | +10.9% | -30.1% | +41.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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