+1,019.5%
STX vs CMS
+23.4%
+996.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.4% |
| 30D | +1.4% | -3.6% | +5.0% | +1.4% |
| 3M | -8.2% | -1.9% | -6.3% | -8.8% |
| 6M | +127.0% | -11.0% | +138.0% | +127.6% |
| YTD | +209.1% | +0.2% | +209.0% | +205.9% |
| 1Y | +365.4% | -1.3% | +366.7% | +360.6% |
| 3Y | +1,135.4% | +35.9% | +1,099.5% | +1,044.7% |
| All | +1,019.5% | +23.4% | +996.1% | +935.7% |
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