+1,727.7%
STM vs CI
+5,704.0%
-3,976.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.3% | -11.1% | -12.0% |
| 7D | -20.1% | +1.0% | -21.1% | -20.4% |
| 30D | -32.0% | +9.9% | -41.8% | -34.3% |
| 3M | -24.2% | +12.1% | -36.2% | -27.4% |
| 6M | -29.9% | +10.6% | -40.5% | -33.3% |
| YTD | +54.9% | +11.4% | +43.5% | +47.1% |
| 1Y | +68.0% | +18.8% | +49.2% | +56.0% |
| 3Y | -0.1% | +2.9% | -3.0% | -6.4% |
| 5Y | -17.9% | +54.5% | -72.4% | -34.0% |
| 10Y | +392.2% | +175.7% | +216.5% | +216.8% |
| All | +1,727.7% | +5,704.0% | -3,976.3% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling