-15.7%
STM vs CB
+101.1%
-116.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.6% |
| 7D | -10.7% | +0.2% | -11.0% | -10.8% |
| 30D | -25.7% | +9.1% | -34.8% | -26.4% |
| 3M | -21.6% | +3.4% | -25.0% | -21.8% |
| 6M | -27.8% | +14.1% | -41.9% | -30.1% |
| YTD | +61.8% | +18.0% | +43.7% | +54.4% |
| 1Y | +78.1% | +30.1% | +48.0% | +64.4% |
| 3Y | +4.9% | +71.8% | -66.9% | -16.7% |
| All | -15.7% | +101.1% | -116.9% | -38.8% |
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 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