+932.4%
STM vs CG
+281.3%
+651.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.8% |
| 7D | -10.7% | -1.2% | -9.5% | -10.2% |
| 30D | -25.7% | +5.0% | -30.8% | -27.7% |
| 3M | -21.6% | -18.2% | -3.4% | -14.1% |
| 6M | -27.8% | -20.7% | -7.1% | -20.4% |
| YTD | +61.8% | -31.4% | +93.2% | +89.8% |
| 1Y | +78.1% | -22.3% | +100.3% | +95.8% |
| 3Y | +4.9% | +50.2% | -45.3% | -21.3% |
| 5Y | -14.3% | -22.1% | +7.8% | -13.9% |
| 10Y | +414.1% | +295.5% | +118.5% | +153.3% |
| All | +932.4% | +281.3% | +651.1% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling