+243.0%
CB vs STT
+211.9%
+31.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.6% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | +6.5% | -2.3% | +8.9% | +7.2% |
| 3M | +4.1% | -7.0% | +11.0% | +6.5% |
| 6M | +14.4% | +15.5% | -1.1% | +7.4% |
| YTD | +17.5% | +35.6% | -18.1% | +3.1% |
| 1Y | +27.5% | +47.9% | -20.3% | +8.1% |
| 3Y | +71.6% | +181.1% | -109.5% | +9.8% |
| 5Y | +100.6% | +108.2% | -7.6% | +39.8% |
| 10Y | +243.0% | +201.0% | +42.0% | +99.0% |
| All | +243.0% | +211.9% | +31.1% | +99.0% |
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