+2,285.7%
STM vs CP
+10,120.5%
-7,834.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | +5.8% | -2.7% | +8.5% | +7.4% |
| 30D | -1.0% | +0.2% | -1.2% | -1.2% |
| 3M | -33.3% | +2.6% | -35.8% | -34.9% |
| 6M | +57.4% | +6.0% | +51.4% | +51.2% |
| YTD | +102.2% | +24.9% | +77.3% | +75.5% |
| 1Y | +99.6% | +20.1% | +79.5% | +77.3% |
| 3Y | +14.5% | +16.4% | -1.9% | +3.7% |
| 5Y | +21.4% | +31.7% | -10.4% | +1.2% |
| 10Y | +695.0% | +223.9% | +471.1% | +302.2% |
| All | +2,285.7% | +10,120.5% | -7,834.7% | +154.3% |
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