+100.6%
CB vs STT
+108.8%
-8.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +6.5% | -2.3% | +8.9% | +7.0% |
| 3M | +4.1% | -7.0% | +11.0% | +5.7% |
| 6M | +14.4% | +15.5% | -1.1% | +9.5% |
| YTD | +17.5% | +35.6% | -18.1% | +7.2% |
| 1Y | +27.5% | +47.9% | -20.3% | +13.4% |
| 3Y | +71.6% | +181.1% | -109.5% | +23.6% |
| 5Y | +100.6% | +108.2% | -7.6% | +54.8% |
| All | +100.6% | +108.8% | -8.2% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling