+325.9%
CMG vs STT
+198.3%
+127.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +2.5% | +4.8% | -2.3% | +1.1% |
| 30D | +15.6% | +3.9% | +11.7% | +14.2% |
| 3M | +8.2% | -8.2% | +16.3% | +10.8% |
| 6M | +9.9% | +15.6% | -5.7% | +4.5% |
| YTD | -4.6% | +37.6% | -42.3% | -14.1% |
| 1Y | +12.4% | +50.1% | -37.7% | -1.3% |
| 3Y | -18.0% | +183.1% | -201.0% | -40.7% |
| 5Y | -5.3% | +104.8% | -110.2% | -27.2% |
| All | +325.9% | +198.3% | +127.6% | +186.3% |
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