+392.6%
STM vs CSGP
+63.3%
+329.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.7% | +9.1% | +6.1% |
| 7D | -10.7% | +1.3% | -12.0% | -11.4% |
| 30D | -25.7% | +10.7% | -36.4% | -30.4% |
| 3M | -21.6% | +3.3% | -24.8% | -25.5% |
| 6M | -27.8% | -10.3% | -17.5% | -29.4% |
| YTD | +61.8% | -54.6% | +116.3% | +116.4% |
| 1Y | +78.1% | -54.6% | +132.7% | +137.8% |
| 3Y | +4.9% | -60.3% | +65.2% | +44.9% |
| 5Y | -14.3% | -63.3% | +49.0% | +18.8% |
| All | +392.6% | +63.3% | +329.3% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling