+99.6%
STM vs CPB
-32.6%
+132.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.2% |
| 7D | +5.8% | -8.6% | +14.4% | +3.9% |
| 30D | -1.0% | -7.2% | +6.2% | -2.4% |
| 3M | -33.3% | +0.9% | -34.1% | -32.9% |
| 6M | +57.4% | -11.8% | +69.2% | +58.3% |
| YTD | +102.2% | -19.4% | +121.6% | +106.1% |
| 1Y | +99.6% | -30.4% | +130.0% | +110.7% |
| All | +99.6% | -32.6% | +132.2% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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