+21.1%
STM vs CNC
+2.3%
+18.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +1.7% | -4.9% | +6.5% | +2.1% |
| 30D | -5.2% | -3.8% | -1.4% | -4.9% |
| 3M | -29.6% | -3.2% | -26.4% | -29.5% |
| 6M | +54.4% | +47.9% | +6.5% | +48.2% |
| YTD | +99.5% | +55.7% | +43.8% | +90.3% |
| 1Y | +100.8% | +106.2% | -5.5% | +86.8% |
| 3Y | +20.2% | -2.1% | +22.2% | +15.8% |
| 5Y | +21.1% | +3.4% | +17.8% | +25.2% |
| All | +21.1% | +2.3% | +18.9% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling