+102.4%
STX vs CMI
-3.8%
+106.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.4% |
| 7D | +14.6% | +0.5% | +14.1% | +14.4% |
| 30D | -26.0% | -14.0% | -11.9% | -12.9% |
| 3M | -42.6% | -28.1% | -14.5% | -19.6% |
| 6M | -35.3% | -35.8% | +0.6% | +2.3% |
| YTD | +92.5% | -10.5% | +103.0% | +108.4% |
| 1Y | +102.4% | -1.9% | +104.3% | +96.6% |
| All | +102.4% | -3.8% | +106.2% | +96.6% |
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