+0.4%
STM vs CP
+28.7%
-28.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.7% | -11.7% | -11.9% |
| 7D | -20.1% | +6.1% | -26.2% | -23.5% |
| 30D | -32.0% | +9.8% | -41.7% | -36.6% |
| 3M | -24.2% | +2.7% | -26.9% | -26.0% |
| 6M | -29.9% | +12.8% | -42.7% | -37.5% |
| YTD | +54.9% | +28.2% | +26.7% | +24.4% |
| 1Y | +68.0% | +34.1% | +33.8% | +29.7% |
| All | +0.4% | +28.7% | -28.2% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling