-9.2%
STM vs CP
+27.1%
-36.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.7% | +5.4% |
| 7D | -5.6% | +2.8% | -8.4% | -7.5% |
| 30D | -14.4% | +11.3% | -25.8% | -21.0% |
| 3M | -20.5% | +2.9% | -23.3% | -22.5% |
| 6M | -24.5% | +9.8% | -34.3% | -30.7% |
| YTD | +72.7% | +28.5% | +44.2% | +40.8% |
| 1Y | +91.0% | +33.5% | +57.5% | +51.5% |
| 3Y | +13.5% | +31.9% | -18.4% | -9.9% |
| 5Y | -9.2% | +25.5% | -34.7% | -27.6% |
| All | -9.2% | +27.1% | -36.3% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling