+674.9%
STM vs CSGP
+3,334.4%
-2,659.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.6% |
| 7D | +5.8% | -4.1% | +9.9% | +7.1% |
| 30D | -1.0% | +2.3% | -3.3% | -2.4% |
| 3M | -33.3% | -8.2% | -25.1% | -33.1% |
| 6M | +57.4% | -35.1% | +92.4% | +74.1% |
| YTD | +102.2% | -54.0% | +156.2% | +147.5% |
| 1Y | +99.6% | -65.3% | +164.9% | +167.0% |
| 3Y | +14.5% | -62.6% | +77.1% | +47.5% |
| 5Y | +21.4% | -64.8% | +86.2% | +56.6% |
| 10Y | +695.0% | +45.1% | +649.9% | +570.4% |
| All | +674.9% | +3,334.4% | -2,659.5% | +175.9% |
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