+19.6%
STM vs CNI
+19.3%
+0.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | +1.7% | +0.9% | +0.8% | +1.0% |
| 30D | -5.2% | -2.1% | -3.0% | -3.7% |
| 3M | -29.6% | +1.8% | -31.4% | -31.9% |
| 6M | +54.4% | +14.8% | +39.6% | +33.3% |
| YTD | +99.5% | +25.4% | +74.1% | +58.2% |
| 1Y | +100.8% | +32.9% | +67.8% | +50.1% |
| All | +19.6% | +19.3% | +0.2% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling