+1,727.7%
STM vs CP
+10,384.3%
-8,656.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.7% | -11.7% | -12.0% |
| 7D | -20.1% | +6.1% | -26.2% | -23.0% |
| 30D | -32.0% | +9.8% | -41.7% | -35.9% |
| 3M | -24.2% | +2.7% | -26.9% | -25.8% |
| 6M | -29.9% | +12.8% | -42.7% | -35.6% |
| YTD | +54.9% | +28.2% | +26.7% | +31.8% |
| 1Y | +68.0% | +34.1% | +33.8% | +39.2% |
| 3Y | -0.1% | +28.9% | -29.0% | -15.1% |
| 5Y | -17.9% | +27.1% | -45.0% | -30.3% |
| 10Y | +392.2% | +264.8% | +127.5% | +132.5% |
| All | +1,727.7% | +10,384.3% | -8,656.6% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling