-18.0%
CMG vs STRL
+341.0%
-359.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | +2.5% | +15.7% | -13.2% | +1.4% |
| 30D | +15.6% | -35.5% | +51.1% | +18.8% |
| 3M | +8.2% | -47.1% | +55.3% | +12.7% |
| 6M | +9.9% | -65.8% | +75.6% | +16.8% |
| YTD | -4.6% | -4.5% | -0.1% | -12.9% |
| 1Y | +12.4% | -10.5% | +22.9% | +3.2% |
| 3Y | -18.0% | +340.6% | -358.6% | -43.2% |
| All | -18.0% | +341.0% | -359.0% | -43.2% |
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