+449.2%
STX vs CMS
+34.4%
+414.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -17.3% | +0.5% | -17.8% | -17.3% |
| 30D | -35.9% | +7.4% | -43.4% | -35.9% |
| 3M | -37.3% | +1.9% | -39.2% | -37.2% |
| 6M | -35.8% | -2.3% | -33.5% | -35.9% |
| YTD | +82.7% | +3.0% | +79.8% | +81.0% |
| 1Y | +71.6% | -2.8% | +74.4% | +71.4% |
| 3Y | +635.3% | +37.9% | +597.4% | +576.6% |
| All | +449.2% | +34.4% | +414.8% | +383.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling