+96.5%
STM vs CSGP
-53.2%
+149.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.0% | -10.1% | -4.8% |
| 7D | -6.0% | +18.3% | -24.3% | -0.9% |
| 30D | -20.9% | +17.8% | -38.7% | -16.0% |
| 3M | -15.8% | +9.3% | -25.0% | -11.9% |
| 6M | -17.0% | -7.9% | -9.1% | -12.9% |
| YTD | +76.8% | -51.5% | +128.3% | +110.2% |
| 1Y | +96.5% | -53.3% | +149.8% | +140.1% |
| All | +96.5% | -53.2% | +149.7% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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