+160.7%
STM vs CNC
+5,826.8%
-5,666.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +1.4% | -7.3% | +8.7% | +3.1% |
| 30D | -8.4% | +5.2% | -13.5% | -9.9% |
| 3M | -15.8% | +8.6% | -24.4% | -18.1% |
| 6M | -22.8% | +25.1% | -47.9% | -27.7% |
| YTD | +79.4% | +71.3% | +8.1% | +54.1% |
| 1Y | +97.0% | +99.3% | -2.3% | +63.1% |
| 3Y | +14.2% | -1.9% | +16.1% | +4.9% |
| 5Y | -4.5% | -6.4% | +1.9% | -12.6% |
| 10Y | +463.1% | +178.1% | +284.9% | +280.9% |
| All | +160.7% | +5,826.8% | -5,666.1% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling