+444.1%
STM vs CI
+147.8%
+296.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.4% |
| 7D | -7.9% | +2.6% | -10.5% | -8.7% |
| 30D | -14.1% | +7.3% | -21.5% | -16.4% |
| 3M | -17.6% | +9.5% | -27.1% | -20.6% |
| 6M | -24.2% | +6.4% | -30.7% | -27.0% |
| YTD | +73.3% | +12.0% | +61.3% | +63.7% |
| 1Y | +90.1% | +20.1% | +70.0% | +75.0% |
| 3Y | +10.3% | +9.6% | +0.8% | 0.0% |
| 5Y | -5.7% | +52.7% | -58.5% | -28.4% |
| 10Y | +444.1% | +150.3% | +293.8% | +212.8% |
| All | +444.1% | +147.8% | +296.3% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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