+123.8%
STX vs CMG
+12.0%
+111.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.8% | -14.0% | -8.0% |
| 7D | -20.2% | +22.5% | -42.7% | -20.2% |
| 30D | -37.2% | +14.1% | -51.3% | -37.2% |
| 3M | -34.1% | +4.1% | -38.1% | -33.9% |
| 6M | -24.5% | +10.1% | -34.5% | -23.9% |
| YTD | +102.9% | -4.9% | +107.8% | +109.5% |
| 1Y | +123.8% | +10.9% | +112.9% | +127.1% |
| All | +123.8% | +12.0% | +111.8% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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