+644.6%
STM vs CNI
+136.1%
+508.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.1% |
| 30D | -7.8% | -3.5% | -4.3% | -5.1% |
| 3M | -28.2% | +2.2% | -30.4% | -30.6% |
| 6M | +52.0% | +15.1% | +36.9% | +32.5% |
| YTD | +96.4% | +24.7% | +71.7% | +59.2% |
| 1Y | +98.8% | +33.4% | +65.5% | +51.8% |
| 3Y | +18.3% | +19.5% | -1.2% | -0.9% |
| 5Y | +17.7% | +12.6% | +5.2% | +2.6% |
| All | +644.6% | +136.1% | +508.5% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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