+97.0%
STM vs CI
+18.5%
+78.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.2% |
| 30D | -8.4% | +6.4% | -14.8% | -7.9% |
| 3M | -15.8% | +10.7% | -26.5% | -15.5% |
| 6M | -22.8% | +5.5% | -28.3% | -21.9% |
| YTD | +79.4% | +11.4% | +68.0% | +77.4% |
| 1Y | +97.0% | +15.0% | +81.9% | +94.6% |
| All | +97.0% | +18.5% | +78.5% | +94.6% |
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