-5.0%
CMG vs STT
+203.8%
-208.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -1.5% | +2.2% | -3.6% | -2.3% |
| 30D | +12.7% | +3.9% | +8.8% | +11.1% |
| 3M | +26.3% | +19.2% | +7.1% | +17.7% |
| 6M | +4.5% | +60.4% | -55.9% | -13.9% |
| YTD | -0.1% | +51.5% | -51.6% | -15.8% |
| 1Y | -6.8% | +76.3% | -83.1% | -25.9% |
| 3Y | -5.0% | +200.7% | -205.7% | -35.0% |
| All | -5.0% | +203.8% | -208.8% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling