-15.7%
STM vs CPB
-31.3%
+15.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.3% |
| 7D | -10.7% | +8.0% | -18.7% | -10.1% |
| 30D | -25.7% | +22.4% | -48.1% | -24.5% |
| 3M | -21.6% | +2.5% | -24.1% | -20.9% |
| 6M | -27.8% | +12.2% | -40.0% | -27.1% |
| YTD | +61.8% | -12.8% | +74.6% | +64.6% |
| 1Y | +78.1% | -19.2% | +97.3% | +81.8% |
| 3Y | +4.9% | -35.6% | +40.5% | +7.4% |
| All | -15.7% | -31.3% | +15.6% | -7.0% |
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