+476.2%
STX vs CMG
-5.7%
+481.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +14.6% | +2.5% | +12.1% | +14.0% |
| 30D | -26.0% | +15.6% | -41.6% | -28.8% |
| 3M | -42.6% | +8.2% | -50.8% | -44.2% |
| 6M | -35.3% | +9.9% | -45.1% | -38.1% |
| YTD | +92.5% | -4.6% | +97.1% | +91.2% |
| 1Y | +102.4% | +12.4% | +90.0% | +90.4% |
| 3Y | +673.8% | -18.0% | +691.8% | +661.3% |
| All | +476.2% | -5.7% | +481.8% | +396.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling