-4.6%
STM vs CAG
-41.0%
+36.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.6% |
| 7D | +12.0% | -3.3% | +15.4% | +11.8% |
| 30D | -0.4% | +7.7% | -8.0% | -0.2% |
| 3M | -13.2% | -3.2% | -10.0% | -12.9% |
| 6M | -26.1% | +7.0% | -33.0% | -25.8% |
| YTD | +81.2% | -9.0% | +90.2% | +84.2% |
| 1Y | +98.3% | -9.6% | +107.9% | +101.8% |
| 3Y | +16.7% | -36.0% | +52.7% | +23.3% |
| All | -4.6% | -41.0% | +36.4% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling