+3,476.8%
STX vs CMG
+326.7%
+3,150.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | +8.0% | -3.8% | +11.8% | +8.9% |
| 30D | +5.1% | +12.9% | -7.8% | +2.0% |
| 3M | +5.8% | +18.8% | -13.0% | +0.6% |
| 6M | +124.9% | +4.1% | +120.9% | +119.9% |
| YTD | +213.9% | -2.4% | +216.3% | +211.2% |
| 1Y | +350.4% | -6.7% | +357.1% | +346.9% |
| 3Y | +1,314.2% | -7.1% | +1,321.3% | +1,281.3% |
| 5Y | +1,092.8% | -5.0% | +1,097.8% | +1,024.7% |
| All | +3,476.8% | +326.7% | +3,150.1% | +2,467.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling