+320.0%
CMG vs STRL
+6,993.8%
-6,673.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | -6.5% | +8.2% | -14.7% | -7.4% |
| 30D | +12.1% | -6.3% | +18.4% | +12.7% |
| 3M | +20.6% | -41.2% | +61.8% | +26.8% |
| 6M | +2.1% | +20.4% | -18.3% | -5.1% |
| YTD | -2.6% | +61.7% | -64.3% | -13.7% |
| 1Y | -8.7% | +72.7% | -81.4% | -20.6% |
| 3Y | -7.4% | +530.9% | -538.3% | -36.4% |
| 5Y | -5.7% | +2,125.4% | -2,131.1% | -47.7% |
| All | +320.0% | +6,993.8% | -6,673.8% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling