+1,092.8%
STX vs CMI
+163.4%
+929.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.0% |
| 7D | +8.0% | +0.8% | +7.1% | +7.4% |
| 30D | +5.1% | -12.8% | +17.9% | +17.2% |
| 3M | +5.8% | -12.4% | +18.2% | +19.6% |
| 6M | +124.9% | -0.9% | +125.8% | +131.7% |
| YTD | +213.9% | +8.9% | +205.0% | +202.6% |
| 1Y | +350.4% | +37.7% | +312.7% | +273.6% |
| 3Y | +1,314.2% | +148.9% | +1,165.4% | +693.1% |
| 5Y | +1,092.8% | +164.4% | +928.4% | +507.9% |
| All | +1,092.8% | +163.4% | +929.4% | +507.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling