+6,653.7%
STX vs CMG
+4,006.7%
+2,647.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.8% |
| 7D | +2.4% | -2.8% | +5.2% | +3.1% |
| 30D | +1.4% | +7.1% | -5.7% | -0.8% |
| 3M | -8.2% | +31.2% | -39.4% | -16.3% |
| 6M | +127.0% | +0.7% | +126.3% | +122.7% |
| YTD | +209.1% | -0.1% | +209.3% | +203.3% |
| 1Y | +365.4% | -10.7% | +376.2% | +366.1% |
| 3Y | +1,135.4% | -4.7% | +1,140.1% | +1,087.2% |
| 5Y | +991.5% | -3.8% | +995.3% | +924.8% |
| 10Y | +3,695.8% | +352.5% | +3,343.3% | +1,965.0% |
| All | +6,653.7% | +4,006.7% | +2,647.1% | +1,570.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling