+2,285.7%
STM vs CNP
+1,224.5%
+1,061.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -1.0% | -1.8% | +0.8% | -0.6% |
| 3M | -33.3% | -4.6% | -28.6% | -32.8% |
| 6M | +57.4% | -8.8% | +66.2% | +60.1% |
| YTD | +102.2% | +5.2% | +97.0% | +98.6% |
| 1Y | +99.6% | +8.3% | +91.3% | +94.5% |
| 3Y | +14.5% | +54.9% | -40.4% | +1.4% |
| 5Y | +21.4% | +73.5% | -52.1% | +4.4% |
| 10Y | +695.0% | +139.1% | +555.8% | +520.9% |
| All | +2,285.7% | +1,224.5% | +1,061.2% | +1,555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling