+21.0%
STM vs CB
+99.7%
-78.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +5.8% | +0.5% | +5.3% | +5.7% |
| 30D | -1.0% | -3.1% | +2.1% | -0.6% |
| 3M | -33.3% | +9.0% | -42.2% | -35.4% |
| 6M | +57.4% | +2.9% | +54.5% | +54.8% |
| YTD | +102.2% | +10.1% | +92.1% | +94.2% |
| 1Y | +99.6% | +22.8% | +76.8% | +83.8% |
| 3Y | +14.5% | +73.8% | -59.3% | -12.8% |
| All | +21.0% | +99.7% | -78.7% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling