+7,262.2%
CB vs STT
+2,554.3%
+4,707.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.9% |
| 7D | +2.6% | -4.9% | +7.5% | +4.3% |
| 30D | +11.2% | -6.0% | +17.2% | +13.4% |
| 3M | +5.7% | -11.7% | +17.4% | +10.0% |
| 6M | +15.9% | +11.7% | +4.2% | +10.8% |
| YTD | +20.2% | +30.4% | -10.3% | +8.3% |
| 1Y | +32.4% | +43.9% | -11.5% | +15.3% |
| 3Y | +75.5% | +165.4% | -89.9% | +21.4% |
| 5Y | +105.5% | +101.0% | +4.5% | +51.5% |
| 10Y | +258.5% | +210.7% | +47.8% | +117.3% |
| All | +7,262.2% | +2,554.3% | +4,707.9% | +1,923.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling