-10.7%
CMG vs STT
+75.3%
-86.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | +7.1% | +3.9% | +3.3% | +5.5% |
| 3M | +31.2% | +20.0% | +11.2% | +20.7% |
| 6M | +0.7% | +55.3% | -54.6% | -20.1% |
| YTD | -0.1% | +53.3% | -53.4% | -20.6% |
| 1Y | -10.7% | +74.7% | -85.4% | -35.5% |
| All | -10.7% | +75.3% | -86.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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