+89.4%
STM vs CSGP
-53.7%
+143.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +7.4% |
| 7D | -5.6% | -1.8% | -3.8% | -6.0% |
| 30D | -14.4% | +5.3% | -19.7% | -12.2% |
| 3M | -20.5% | +3.3% | -23.8% | -18.1% |
| 6M | -24.5% | -4.7% | -19.8% | -21.9% |
| YTD | +72.7% | -53.5% | +126.2% | +101.3% |
| All | +89.4% | -53.7% | +143.1% | +119.6% |
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