+4,100.0%
CMG vs STRL
+2,648.5%
+1,451.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.5% |
| 7D | -2.8% | +3.4% | -6.2% | -3.4% |
| 30D | +7.1% | -9.2% | +16.4% | +8.5% |
| 3M | +31.2% | -51.0% | +82.2% | +44.2% |
| 6M | +0.7% | +15.8% | -15.1% | -7.1% |
| YTD | -0.1% | +58.9% | -59.0% | -13.2% |
| 1Y | -10.7% | +68.5% | -79.3% | -24.1% |
| 3Y | -4.7% | +485.2% | -489.9% | -38.1% |
| 5Y | -3.8% | +2,005.1% | -2,008.9% | -51.7% |
| 10Y | +352.5% | +7,118.0% | -6,765.5% | +62.0% |
| All | +4,100.0% | +2,648.5% | +1,451.5% | +1,521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling