+493.7%
STM vs CSGP
+3,461.1%
-2,967.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.6% | -10.8% | -11.9% |
| 7D | -20.1% | +13.9% | -34.0% | -23.4% |
| 30D | -32.0% | +16.0% | -48.0% | -36.1% |
| 3M | -24.2% | +6.1% | -30.3% | -27.5% |
| 6M | -29.9% | -8.2% | -21.8% | -31.5% |
| YTD | +54.9% | -52.3% | +107.2% | +83.8% |
| 1Y | +68.0% | -54.5% | +122.5% | +102.1% |
| 3Y | -0.1% | -58.6% | +58.4% | +22.2% |
| 5Y | -17.9% | -61.5% | +43.6% | +1.3% |
| 10Y | +392.2% | +74.7% | +317.6% | +287.0% |
| All | +493.7% | +3,461.1% | -2,967.5% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling