+57.4%
STM vs CPNG
-20.3%
+77.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -33.1% |
| 6M | +57.4% | -19.9% | +77.3% | +59.7% |
| All | +57.4% | -20.3% | +77.7% | +59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling