+207.3%
STT vs CPB
-40.7%
+248.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | +0.5% | -8.6% | +9.1% | +0.6% |
| 30D | +3.9% | -7.2% | +11.1% | +3.9% |
| 3M | +20.0% | +0.9% | +19.1% | +19.6% |
| 6M | +55.3% | -11.8% | +67.1% | +56.3% |
| YTD | +53.3% | -19.4% | +72.7% | +55.5% |
| 1Y | +74.7% | -30.4% | +105.1% | +79.8% |
| All | +207.3% | -40.7% | +248.1% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling