+3,981.8%
CMG vs STT
+343.1%
+3,638.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +8.0% | +1.1% | +6.9% | +7.7% |
| 30D | +13.7% | -1.9% | +15.6% | +14.2% |
| 3M | +11.8% | -7.6% | +19.3% | +14.1% |
| 6M | +10.6% | +16.0% | -5.4% | +5.5% |
| YTD | -2.9% | +36.2% | -39.1% | -11.5% |
| 1Y | +17.8% | +46.8% | -28.9% | +5.2% |
| 3Y | -15.3% | +177.8% | -193.1% | -37.1% |
| 5Y | -0.9% | +105.8% | -106.7% | -21.9% |
| 10Y | +358.4% | +197.6% | +160.8% | +206.2% |
| All | +3,981.8% | +343.1% | +3,638.8% | +1,755.6% |
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