+27.2%
CB vs STT
+48.2%
-21.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | 0.0% | +5.1% | -5.1% | +0.2% |
| 30D | +7.4% | -0.2% | +7.6% | +7.4% |
| 3M | +8.6% | -8.1% | +16.8% | +8.3% |
| 6M | +16.1% | +16.6% | -0.5% | +15.7% |
| YTD | +20.2% | +37.8% | -17.6% | +18.6% |
| 1Y | +27.2% | +46.8% | -19.6% | +25.8% |
| All | +27.2% | +48.2% | -21.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling