+321.2%
CMG vs STRL
+6,846.4%
-6,525.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -3.8% | +5.4% | -9.2% | -4.5% |
| 30D | +12.9% | -9.0% | +21.9% | +13.9% |
| 3M | +18.8% | -37.1% | +55.8% | +24.0% |
| 6M | +4.1% | +17.8% | -13.8% | -3.0% |
| YTD | -2.4% | +58.3% | -60.7% | -13.3% |
| 1Y | -6.7% | +61.0% | -67.7% | -18.0% |
| 3Y | -7.1% | +517.8% | -524.9% | -36.0% |
| 5Y | -5.0% | +2,119.0% | -2,124.0% | -47.3% |
| All | +321.2% | +6,846.4% | -6,525.2% | +86.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling