-6.9%
CMG vs STRL
+70.2%
-77.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.5% |
| 7D | -6.5% | +8.2% | -14.7% | -6.7% |
| 30D | +12.1% | -6.3% | +18.4% | +12.3% |
| 3M | +20.6% | -41.2% | +61.8% | +20.7% |
| 6M | +2.1% | +20.4% | -18.3% | -3.2% |
| YTD | -2.6% | +61.7% | -64.3% | -10.7% |
| All | -6.9% | +70.2% | -77.1% | -12.8% |
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