+656.4%
STM vs CNC
+92.8%
+563.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.7% | -4.9% | +6.5% | +2.7% |
| 30D | -5.2% | -3.8% | -1.4% | -4.5% |
| 3M | -29.6% | -3.2% | -26.4% | -29.3% |
| 6M | +54.4% | +47.9% | +6.5% | +40.1% |
| YTD | +99.5% | +55.7% | +43.8% | +78.0% |
| 1Y | +100.8% | +106.2% | -5.5% | +67.0% |
| 3Y | +20.2% | -2.1% | +22.2% | +11.8% |
| 5Y | +21.1% | +3.4% | +17.8% | +7.6% |
| All | +656.4% | +92.8% | +563.6% | +494.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling