-5.0%
CMG vs STRL
+531.3%
-536.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | -1.5% | +10.1% | -11.6% | -2.3% |
| 30D | +12.7% | -8.2% | +20.9% | +13.4% |
| 3M | +26.3% | -43.7% | +70.0% | +30.8% |
| 6M | +4.5% | +27.1% | -22.6% | -3.3% |
| YTD | -0.1% | +64.0% | -64.1% | -11.3% |
| 1Y | -6.8% | +75.2% | -81.9% | -18.7% |
| 3Y | -5.0% | +539.9% | -544.9% | -34.0% |
| All | -5.0% | +531.3% | -536.3% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling