-15.7%
STM vs CG
-22.2%
+6.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.8% |
| 7D | -10.7% | -1.2% | -9.5% | -10.1% |
| 30D | -25.7% | +5.0% | -30.8% | -27.8% |
| 3M | -21.6% | -18.2% | -3.4% | -13.7% |
| 6M | -27.8% | -20.7% | -7.1% | -19.9% |
| YTD | +61.8% | -31.4% | +93.2% | +92.0% |
| 1Y | +78.1% | -22.3% | +100.3% | +96.6% |
| 3Y | +4.9% | +50.2% | -45.3% | -26.9% |
| All | -15.7% | -22.2% | +6.4% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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