+100.8%
STM vs CPNG
-52.4%
+153.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.7% | -7.6% | +9.2% | +3.9% |
| 30D | -5.2% | -8.8% | +3.7% | -2.9% |
| 3M | -29.6% | -7.2% | -22.4% | -29.4% |
| 6M | +54.4% | -21.5% | +75.9% | +61.1% |
| YTD | +99.5% | -37.4% | +137.0% | +122.5% |
| 1Y | +100.8% | -54.3% | +155.1% | +148.4% |
| All | +100.8% | -52.4% | +153.1% | +148.4% |
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