+251.7%
CB vs STT
+198.3%
+53.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +4.8% | -1.8% | +1.2% |
| 30D | +7.3% | +3.9% | +3.4% | +5.7% |
| 3M | +9.4% | -8.2% | +17.6% | +12.5% |
| 6M | +19.6% | +15.6% | +4.0% | +12.3% |
| YTD | +21.5% | +37.6% | -16.2% | +6.0% |
| 1Y | +28.0% | +50.1% | -22.1% | +7.9% |
| 3Y | +74.9% | +183.1% | -108.2% | +11.6% |
| 5Y | +108.1% | +104.8% | +3.3% | +46.2% |
| All | +251.7% | +198.3% | +53.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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