-16.5%
CMG vs STT
+179.6%
-196.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +8.0% | +1.1% | +6.9% | +7.5% |
| 30D | +13.7% | -1.9% | +15.6% | +14.4% |
| 3M | +11.8% | -7.6% | +19.3% | +14.7% |
| 6M | +10.6% | +16.0% | -5.4% | +3.0% |
| YTD | -2.9% | +36.2% | -39.1% | -15.6% |
| 1Y | +17.8% | +46.8% | -28.9% | -0.7% |
| All | -16.5% | +179.6% | -196.1% | -40.8% |
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