+644.6%
STM vs CNC
+96.8%
+547.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | -1.1% | -3.9% | +2.8% | -0.3% |
| 30D | -7.8% | +0.8% | -8.6% | -8.1% |
| 3M | -28.2% | +0.1% | -28.3% | -28.4% |
| 6M | +52.0% | +79.7% | -27.7% | +32.9% |
| YTD | +96.4% | +58.9% | +37.5% | +74.5% |
| 1Y | +98.8% | +109.1% | -10.3% | +64.9% |
| 3Y | +18.3% | 0.0% | +18.3% | +9.6% |
| 5Y | +17.7% | +9.5% | +8.2% | +2.8% |
| All | +644.6% | +96.8% | +547.7% | +482.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CNC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling