+89.4%
STM vs CI
+15.8%
+73.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.5% |
| 30D | -14.4% | +4.7% | -19.1% | -14.2% |
| 3M | -20.5% | +5.2% | -25.7% | -20.2% |
| 6M | -24.5% | +3.8% | -28.3% | -24.0% |
| YTD | +72.7% | +9.2% | +63.5% | +70.7% |
| All | +89.4% | +15.8% | +73.6% | +86.4% |
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