-5.1%
STM vs CNP
+73.5%
-78.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +16.3% | +2.5% | +13.8% | +15.4% |
| 30D | -6.3% | +4.0% | -10.3% | -7.2% |
| 3M | -14.1% | +1.6% | -15.7% | -14.5% |
| 6M | -19.6% | -1.7% | -17.9% | -19.8% |
| YTD | +80.1% | +8.6% | +71.5% | +72.8% |
| 1Y | +95.4% | +5.8% | +89.5% | +89.0% |
| 3Y | +14.7% | +63.0% | -48.3% | -10.4% |
| All | -5.1% | +73.5% | -78.6% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling