+634.8%
STX vs CMS
+38.1%
+596.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.8% |
| 7D | -17.3% | +0.5% | -17.8% | -17.1% |
| 30D | -35.9% | +7.4% | -43.4% | -34.4% |
| 3M | -37.3% | +1.9% | -39.2% | -36.6% |
| 6M | -35.8% | -2.3% | -33.5% | -35.9% |
| YTD | +82.7% | +3.0% | +79.8% | +83.1% |
| 1Y | +71.6% | -2.8% | +74.4% | +71.8% |
| All | +634.8% | +38.1% | +596.7% | +593.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling