+21.0%
STM vs CAG
-40.1%
+61.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.9% |
| 7D | +5.8% | -3.8% | +9.6% | +5.9% |
| 30D | -1.0% | +3.1% | -4.1% | -1.1% |
| 3M | -33.3% | +23.5% | -56.7% | -33.9% |
| 6M | +57.4% | -14.8% | +72.2% | +61.7% |
| YTD | +102.2% | -5.4% | +107.6% | +104.9% |
| 1Y | +99.6% | -11.8% | +111.4% | +104.0% |
| 3Y | +14.5% | -36.7% | +51.2% | +21.1% |
| All | +21.0% | -40.1% | +61.0% | +30.9% |
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