+495.9%
CMI vs STT
+267.9%
+228.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +0.8% | -1.4% | +2.2% | +1.5% |
| 30D | -12.8% | +2.2% | -15.0% | -13.8% |
| 3M | -12.4% | +18.8% | -31.3% | -19.8% |
| 6M | -0.9% | +57.9% | -58.8% | -21.0% |
| YTD | +8.9% | +51.0% | -42.1% | -11.3% |
| 1Y | +37.7% | +77.1% | -39.4% | +3.6% |
| 3Y | +148.9% | +199.8% | -51.0% | +44.0% |
| 5Y | +164.4% | +156.0% | +8.4% | +58.3% |
| All | +495.9% | +267.9% | +228.0% | +168.1% |
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