+1,808.6%
STM vs CPB
+184.5%
+1,624.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.7% |
| 7D | -10.7% | +8.0% | -18.7% | -12.6% |
| 30D | -25.7% | +22.4% | -48.1% | -29.8% |
| 3M | -21.6% | +2.5% | -24.1% | -22.8% |
| 6M | -27.8% | +12.2% | -40.0% | -31.3% |
| YTD | +61.8% | -12.8% | +74.6% | +63.8% |
| 1Y | +78.1% | -19.2% | +97.3% | +83.8% |
| 3Y | +4.9% | -35.6% | +40.5% | +13.1% |
| 5Y | -14.3% | -31.4% | +17.2% | -11.4% |
| 10Y | +414.1% | -37.9% | +452.0% | +415.6% |
| All | +1,808.6% | +184.5% | +1,624.1% | +1,332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling