+6,646.7%
CB vs STT
+3,020.6%
+3,626.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -3.1% | +3.9% | -7.0% | -4.4% |
| 3M | +9.0% | +20.0% | -11.0% | +2.0% |
| 6M | +2.9% | +55.3% | -52.5% | -12.1% |
| YTD | +10.1% | +53.3% | -43.2% | -5.9% |
| 1Y | +22.8% | +74.7% | -51.9% | +0.1% |
| 3Y | +73.8% | +205.8% | -132.0% | +14.7% |
| 5Y | +99.2% | +145.0% | -45.8% | +37.3% |
| 10Y | +218.2% | +266.0% | -47.8% | +82.7% |
| All | +6,646.7% | +3,020.6% | +3,626.0% | +1,658.7% |
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