+123.8%
STX vs CMI
+10.9%
+112.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.8% | -2.4% | -2.5% |
| 7D | -20.2% | -11.2% | -9.0% | -10.2% |
| 30D | -37.2% | -9.8% | -27.4% | -30.6% |
| 3M | -34.1% | -25.5% | -8.5% | -11.8% |
| 6M | -24.5% | -27.7% | +3.2% | +5.7% |
| YTD | +102.9% | -6.6% | +109.6% | +109.2% |
| 1Y | +123.8% | +11.7% | +112.1% | +84.2% |
| All | +123.8% | +10.9% | +112.9% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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