+163.4%
STM vs CNC
+5,893.3%
-5,729.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +12.0% | +2.2% | +9.8% | +11.4% |
| 30D | -0.4% | +1.6% | -1.9% | -1.2% |
| 3M | -13.2% | +7.9% | -21.1% | -15.4% |
| 6M | -26.1% | +21.2% | -47.3% | -30.2% |
| YTD | +81.2% | +73.2% | +8.0% | +55.2% |
| 1Y | +98.3% | +97.5% | +0.8% | +64.6% |
| 3Y | +16.7% | -1.2% | +17.9% | +7.1% |
| 5Y | -4.8% | -6.1% | +1.2% | -13.0% |
| 10Y | +468.8% | +181.3% | +287.5% | +283.9% |
| All | +163.4% | +5,893.3% | -5,729.9% | -13.3% |
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