+465.1%
STM vs CFG
+216.2%
+248.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +12.0% | +3.2% | +8.8% | +10.4% |
| 30D | -0.4% | +5.1% | -5.5% | -2.6% |
| 3M | -13.2% | -11.2% | -1.9% | -8.1% |
| 6M | -26.1% | +9.6% | -35.6% | -29.5% |
| YTD | +81.2% | +15.0% | +66.2% | +68.9% |
| 1Y | +98.3% | +29.9% | +68.4% | +74.5% |
| 3Y | +16.7% | +192.1% | -175.4% | -30.8% |
| 5Y | -4.8% | +62.3% | -67.1% | -27.9% |
| All | +465.1% | +216.2% | +248.9% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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