+99.6%
STM vs CPNG
-45.9%
+145.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +5.8% | -7.4% | +13.2% | +7.9% |
| 30D | -1.0% | -4.4% | +3.4% | -0.1% |
| 3M | -33.3% | -7.5% | -25.8% | -32.8% |
| 6M | +57.4% | -19.9% | +77.3% | +62.7% |
| YTD | +102.2% | -35.2% | +137.4% | +117.7% |
| 1Y | +99.6% | -46.8% | +146.4% | +125.9% |
| All | +99.6% | -45.9% | +145.5% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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