+463.1%
STM vs CNP
+142.1%
+321.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +1.4% | -0.1% | +1.5% | +1.6% |
| 30D | -8.4% | +5.0% | -13.4% | -10.2% |
| 3M | -15.8% | +2.7% | -18.5% | -16.7% |
| 6M | -22.8% | -1.9% | -20.9% | -22.8% |
| YTD | +79.4% | +8.8% | +70.6% | +70.7% |
| 1Y | +97.0% | +5.6% | +91.3% | +89.7% |
| 3Y | +14.2% | +63.2% | -49.0% | -12.3% |
| 5Y | -4.5% | +73.8% | -78.2% | -29.4% |
| 10Y | +463.1% | +144.0% | +319.1% | +261.0% |
| All | +463.1% | +142.1% | +321.0% | +261.0% |
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