+4,100.0%
CMG vs STT
+398.9%
+3,701.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | +31.2% | +20.0% | +11.2% | +24.3% |
| 6M | +0.7% | +55.3% | -54.6% | -11.4% |
| YTD | -0.1% | +53.3% | -53.4% | -11.8% |
| 1Y | -10.7% | +74.7% | -85.4% | -24.0% |
| 3Y | -4.7% | +205.8% | -210.5% | -31.1% |
| 5Y | -3.8% | +145.0% | -148.8% | -27.8% |
| 10Y | +352.5% | +266.0% | +86.5% | +185.7% |
| All | +4,100.0% | +398.9% | +3,701.1% | +1,749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling