+4.9%
STM vs CI
0.0%
+4.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +4.5% |
| 7D | -10.7% | -1.6% | -9.2% | -10.7% |
| 30D | -25.7% | +5.4% | -31.2% | -26.0% |
| 3M | -21.6% | +7.3% | -28.8% | -22.0% |
| 6M | -27.8% | +5.3% | -33.1% | -28.4% |
| YTD | +61.8% | +8.5% | +53.3% | +59.8% |
| 1Y | +78.1% | +17.1% | +61.0% | +74.7% |
| 3Y | +4.9% | +1.4% | +3.5% | +3.0% |
| All | +4.9% | 0.0% | +4.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling