+35.5%
STM vs CPNG
-76.1%
+111.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +12.0% | -6.8% | +18.8% | +14.1% |
| 30D | -0.4% | +5.5% | -5.8% | -2.2% |
| 3M | -13.2% | -6.8% | -6.4% | -12.2% |
| 6M | -26.1% | -4.8% | -21.2% | -26.2% |
| YTD | +81.2% | -35.6% | +116.8% | +99.4% |
| 1Y | +98.3% | -46.8% | +145.1% | +129.5% |
| 3Y | +16.7% | -0.8% | +17.5% | +12.8% |
| 5Y | -4.8% | -42.9% | +38.0% | -6.3% |
| All | +35.5% | -76.1% | +111.6% | +37.0% |
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