+78.1%
STM vs CI
+15.7%
+62.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +4.0% |
| 7D | -10.7% | -1.6% | -9.2% | -10.9% |
| 30D | -25.7% | +5.4% | -31.2% | -25.5% |
| 3M | -21.6% | +7.3% | -28.8% | -21.4% |
| 6M | -27.8% | +5.3% | -33.1% | -28.0% |
| YTD | +61.8% | +8.5% | +53.3% | +60.1% |
| 1Y | +78.1% | +17.1% | +61.0% | +76.5% |
| All | +78.1% | +15.7% | +62.4% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling