+21.0%
STM vs CI
+42.7%
-21.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +5.8% | +1.3% | +4.5% | +5.6% |
| 30D | -1.0% | +4.4% | -5.4% | -1.8% |
| 3M | -33.3% | +0.7% | -33.9% | -33.6% |
| 6M | +57.4% | +0.3% | +57.0% | +56.3% |
| YTD | +102.2% | +3.8% | +98.4% | +99.5% |
| 1Y | +99.6% | -5.5% | +105.1% | +99.6% |
| 3Y | +14.5% | +8.1% | +6.4% | +8.5% |
| All | +21.0% | +42.7% | -21.7% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling