+123.8%
STX vs CMS
+1.4%
+122.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.4% | -9.5% | -6.9% |
| 7D | -20.2% | +4.1% | -24.2% | -17.3% |
| 30D | -37.2% | +10.9% | -48.1% | -31.6% |
| 3M | -34.1% | -0.2% | -33.8% | -33.0% |
| 6M | -24.5% | -4.7% | -19.7% | -24.5% |
| YTD | +102.9% | +3.9% | +99.1% | +102.2% |
| 1Y | +123.8% | +0.4% | +123.4% | +127.0% |
| All | +123.8% | +1.4% | +122.4% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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