-5.7%
CMG vs STRL
+2,102.6%
-2,108.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | -6.5% | +8.2% | -14.7% | -7.3% |
| 30D | +12.1% | -6.3% | +18.4% | +12.7% |
| 3M | +20.6% | -41.2% | +61.8% | +26.0% |
| 6M | +2.1% | +20.4% | -18.3% | -5.7% |
| YTD | -2.6% | +61.7% | -64.3% | -14.7% |
| 1Y | -8.7% | +72.7% | -81.4% | -21.7% |
| 3Y | -7.4% | +530.9% | -538.3% | -40.1% |
| 5Y | -5.7% | +2,125.4% | -2,131.1% | -56.3% |
| All | -5.7% | +2,102.6% | -2,108.3% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling