+95.4%
STM vs CAG
-10.4%
+105.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | -0.4% |
| 7D | +16.3% | -6.2% | +22.5% | +13.2% |
| 30D | -6.3% | +7.4% | -13.7% | -3.1% |
| 3M | -14.1% | -1.6% | -12.5% | -13.3% |
| 6M | -19.6% | +6.3% | -25.9% | -14.4% |
| YTD | +80.1% | -10.1% | +90.2% | +92.0% |
| 1Y | +95.4% | -10.2% | +105.6% | +108.6% |
| All | +95.4% | -10.4% | +105.8% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling