+96.5%
STM vs CP
+35.2%
+61.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.5% | -9.5% | -7.2% |
| 7D | -6.0% | +5.6% | -11.6% | -8.0% |
| 30D | -20.9% | +10.0% | -31.0% | -24.0% |
| 3M | -15.8% | +4.4% | -20.1% | -17.2% |
| 6M | -17.0% | +14.1% | -31.1% | -24.3% |
| YTD | +76.8% | +29.1% | +47.7% | +55.0% |
| 1Y | +96.5% | +34.6% | +61.9% | +64.7% |
| All | +96.5% | +35.2% | +61.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling