+34.7%
STM vs CPNG
-75.9%
+110.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.6% |
| 7D | +16.3% | -6.9% | +23.2% | +18.5% |
| 30D | -6.3% | +1.1% | -7.4% | -6.9% |
| 3M | -14.1% | -6.3% | -7.8% | -13.3% |
| 6M | -19.6% | -3.8% | -15.7% | -19.9% |
| YTD | +80.1% | -35.2% | +115.3% | +97.9% |
| 1Y | +95.4% | -47.0% | +142.3% | +126.3% |
| 3Y | +14.7% | -0.2% | +14.9% | +10.6% |
| 5Y | -5.4% | -42.5% | +37.1% | -7.0% |
| All | +34.7% | -75.9% | +110.7% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling