+1,883.6%
STX vs CMS
+125.4%
+1,758.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -28.5% | -1.3% | -27.2% | -28.3% |
| 30D | -42.9% | +6.3% | -49.2% | -43.7% |
| 3M | -45.9% | -2.1% | -43.9% | -45.8% |
| 6M | -41.3% | -5.1% | -36.2% | -41.2% |
| YTD | +67.9% | +1.3% | +66.7% | +65.4% |
| 1Y | +66.5% | -1.4% | +67.9% | +65.0% |
| 3Y | +588.0% | +36.9% | +551.0% | +512.2% |
| 5Y | +449.1% | +32.5% | +416.5% | +386.0% |
| All | +1,883.6% | +125.4% | +1,758.2% | +1,645.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling