+1,808.6%
STM vs CAG
+285.7%
+1,523.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +4.8% |
| 7D | -10.7% | +5.8% | -16.6% | -12.2% |
| 30D | -25.7% | +16.4% | -42.1% | -29.0% |
| 3M | -21.6% | +3.8% | -25.4% | -23.0% |
| 6M | -27.8% | +10.8% | -38.6% | -31.0% |
| YTD | +61.8% | -5.8% | +67.6% | +60.3% |
| 1Y | +78.1% | -2.4% | +80.5% | +74.6% |
| 3Y | +4.9% | -33.4% | +38.3% | +12.4% |
| 5Y | -14.3% | -39.4% | +25.2% | -7.0% |
| 10Y | +414.1% | -37.5% | +451.5% | +422.4% |
| All | +1,808.6% | +285.7% | +1,523.0% | +1,066.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling