+657.6%
STM vs CNP
+135.4%
+522.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.0% |
| 7D | +5.2% | +1.6% | +3.6% | +4.5% |
| 30D | -7.4% | -0.8% | -6.6% | -7.1% |
| 3M | -30.6% | -3.6% | -27.1% | -30.1% |
| 6M | +66.4% | -6.9% | +73.3% | +70.0% |
| YTD | +101.1% | +6.4% | +94.7% | +93.0% |
| 1Y | +97.4% | +9.9% | +87.4% | +86.3% |
| 3Y | +21.1% | +53.1% | -32.0% | -4.3% |
| 5Y | +22.5% | +72.0% | -49.5% | -9.5% |
| 10Y | +657.6% | +131.5% | +526.1% | +326.7% |
| All | +657.6% | +135.4% | +522.2% | +326.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling