+17,056.4%
STX vs CMI
+12,690.0%
+4,366.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.3% | +6.4% |
| 7D | +10.7% | +1.9% | +8.9% | +9.8% |
| 30D | +11.3% | -12.5% | +23.8% | +19.2% |
| 3M | +3.2% | -16.2% | +19.4% | +14.2% |
| 6M | +157.0% | +4.9% | +152.1% | +155.3% |
| YTD | +229.2% | +11.1% | +218.1% | +218.3% |
| 1Y | +381.8% | +43.4% | +338.5% | +315.1% |
| 3Y | +1,383.2% | +154.1% | +1,229.1% | +869.7% |
| 5Y | +1,144.9% | +169.5% | +975.4% | +687.4% |
| 10Y | +3,676.0% | +503.8% | +3,172.2% | +1,512.6% |
| All | +17,056.4% | +12,690.0% | +4,366.3% | +1,606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling