+1,077.4%
STX vs CMG
-5.7%
+1,083.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | +9.6% | -6.5% | +16.0% | +11.5% |
| 30D | +10.6% | +12.1% | -1.5% | +6.9% |
| 3M | +4.8% | +20.6% | -15.8% | -1.7% |
| 6M | +137.3% | +2.1% | +135.2% | +132.5% |
| YTD | +222.5% | -2.6% | +225.1% | +219.9% |
| 1Y | +366.2% | -8.7% | +374.9% | +366.0% |
| 3Y | +1,352.9% | -7.4% | +1,360.3% | +1,268.5% |
| 5Y | +1,077.4% | -5.7% | +1,083.1% | +943.6% |
| All | +1,077.4% | -5.7% | +1,083.1% | +943.6% |
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