+444.1%
STM vs CAG
-38.9%
+482.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -7.9% | +6.6% | -14.5% | -8.4% |
| 30D | -14.1% | +13.9% | -28.0% | -15.3% |
| 3M | -17.6% | +4.0% | -21.6% | -18.1% |
| 6M | -24.2% | +10.0% | -34.2% | -25.3% |
| YTD | +73.3% | -6.1% | +79.4% | +74.0% |
| 1Y | +90.1% | -4.3% | +94.4% | +90.2% |
| 3Y | +10.3% | -34.6% | +44.9% | +16.2% |
| 5Y | -5.7% | -39.4% | +33.7% | -0.3% |
| 10Y | +444.1% | -34.2% | +478.3% | +472.5% |
| All | +444.1% | -38.9% | +482.9% | +472.5% |
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