+444.1%
STM vs CB
+246.9%
+197.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -7.9% | +0.7% | -8.6% | -8.2% |
| 30D | -14.1% | +8.2% | -22.3% | -17.0% |
| 3M | -17.6% | +6.3% | -23.9% | -20.0% |
| 6M | -24.2% | +16.2% | -40.4% | -30.7% |
| YTD | +73.3% | +19.3% | +54.0% | +55.6% |
| 1Y | +90.1% | +29.2% | +60.9% | +63.9% |
| 3Y | +10.3% | +71.4% | -61.1% | -20.5% |
| 5Y | -5.7% | +104.2% | -110.0% | -39.4% |
| 10Y | +444.1% | +246.7% | +197.4% | +167.8% |
| All | +444.1% | +246.9% | +197.2% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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