+37.7%
CMI vs STT
+75.2%
-37.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.6% |
| 7D | +0.8% | -1.4% | +2.2% | +1.8% |
| 30D | -12.8% | +2.2% | -15.0% | -14.1% |
| 3M | -12.4% | +18.8% | -31.3% | -22.5% |
| 6M | -0.9% | +57.9% | -58.8% | -27.1% |
| YTD | +8.9% | +51.0% | -42.1% | -18.0% |
| 1Y | +37.7% | +77.1% | -39.4% | -2.1% |
| All | +37.7% | +75.2% | -37.5% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling