+392.6%
STM vs CNP
+138.0%
+254.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.7% |
| 7D | -10.7% | -4.2% | -6.5% | -8.9% |
| 30D | -25.7% | +5.5% | -31.3% | -27.4% |
| 3M | -21.6% | +0.6% | -22.1% | -21.7% |
| 6M | -27.8% | -2.8% | -25.0% | -27.5% |
| YTD | +61.8% | +7.9% | +53.9% | +54.5% |
| 1Y | +78.1% | +6.7% | +71.4% | +70.7% |
| 3Y | +4.9% | +61.1% | -56.2% | -19.0% |
| 5Y | -14.3% | +73.0% | -87.2% | -36.6% |
| All | +392.6% | +138.0% | +254.5% | +195.7% |
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