-5.8%
STM vs CPB
-33.6%
+27.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.4% |
| 7D | +1.4% | -4.1% | +5.5% | +1.1% |
| 30D | -8.4% | +16.9% | -25.3% | -7.2% |
| 3M | -15.8% | -0.6% | -15.3% | -15.4% |
| 6M | -22.8% | +11.4% | -34.2% | -22.4% |
| YTD | +79.4% | -14.8% | +94.2% | +82.1% |
| 1Y | +97.0% | -24.8% | +121.7% | +101.1% |
| 3Y | +14.2% | -36.6% | +50.8% | +16.6% |
| All | -5.8% | -33.6% | +27.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling