+19.6%
STM vs CNC
-2.4%
+22.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +1.7% | -4.9% | +6.5% | +1.9% |
| 30D | -5.2% | -3.8% | -1.4% | -5.0% |
| 3M | -29.6% | -3.2% | -26.4% | -29.5% |
| 6M | +54.4% | +47.9% | +6.5% | +51.0% |
| YTD | +99.5% | +55.7% | +43.8% | +94.6% |
| 1Y | +100.8% | +106.2% | -5.5% | +94.8% |
| All | +19.6% | -2.4% | +22.0% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling