+90.1%
STM vs CI
+18.7%
+71.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | +0.7% |
| 7D | -7.9% | +2.6% | -10.5% | -7.5% |
| 30D | -14.1% | +7.3% | -21.5% | -13.6% |
| 3M | -17.6% | +9.5% | -27.1% | -17.1% |
| 6M | -24.2% | +6.4% | -30.7% | -23.4% |
| YTD | +73.3% | +12.0% | +61.3% | +71.9% |
| 1Y | +90.1% | +20.1% | +70.0% | +87.7% |
| All | +90.1% | +18.7% | +71.4% | +87.7% |
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