+657.6%
STM vs CAG
-36.5%
+694.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +5.2% | -5.3% | +10.5% | +5.8% |
| 30D | -7.4% | +1.0% | -8.4% | -7.5% |
| 3M | -30.6% | +17.4% | -48.0% | -32.2% |
| 6M | +66.4% | -16.8% | +83.2% | +70.7% |
| YTD | +101.1% | -6.8% | +107.9% | +102.3% |
| 1Y | +97.4% | -15.4% | +112.8% | +101.4% |
| 3Y | +21.1% | -37.1% | +58.2% | +28.5% |
| 5Y | +22.5% | -41.3% | +63.7% | +30.4% |
| 10Y | +657.6% | -35.5% | +693.1% | +677.8% |
| All | +657.6% | -36.5% | +694.1% | +677.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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