+96.5%
STM vs CNP
+8.7%
+87.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.5% | -2.6% | -6.7% |
| 7D | -6.0% | -1.3% | -4.7% | -6.1% |
| 30D | -20.9% | +8.7% | -29.7% | -19.0% |
| 3M | -15.8% | -0.7% | -15.0% | -16.3% |
| 6M | -17.0% | -4.2% | -12.9% | -18.8% |
| YTD | +76.8% | +8.9% | +67.9% | +78.5% |
| 1Y | +96.5% | +8.3% | +88.1% | +97.6% |
| All | +96.5% | +8.7% | +87.8% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling