+322.0%
CMG vs STT
+271.9%
+50.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -2.1% | -0.4% | -1.6% | -1.9% |
| 30D | +10.9% | +1.7% | +9.2% | +10.3% |
| 3M | +15.8% | +17.9% | -2.1% | +9.8% |
| 6M | +6.9% | +55.3% | -48.3% | -6.9% |
| YTD | -2.2% | +52.7% | -54.8% | -14.5% |
| 1Y | -7.1% | +75.7% | -82.7% | -22.2% |
| 3Y | -7.1% | +197.9% | -205.0% | -34.0% |
| 5Y | -4.8% | +158.8% | -163.6% | -31.6% |
| All | +322.0% | +271.9% | +50.1% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling