+1,283.9%
STX vs CMI
+150.2%
+1,133.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -5.0% | -4.7% |
| 7D | -2.3% | -0.7% | -1.5% | -1.7% |
| 30D | -5.5% | -12.4% | +6.9% | +5.7% |
| 3M | -4.3% | -14.8% | +10.5% | +11.2% |
| 6M | +115.6% | +0.8% | +114.8% | +119.8% |
| YTD | +202.2% | +10.2% | +192.0% | +188.3% |
| 1Y | +325.3% | +37.4% | +287.9% | +252.0% |
| 3Y | +1,283.9% | +153.3% | +1,130.6% | +733.9% |
| All | +1,283.9% | +150.2% | +1,133.7% | +733.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling