+6,228.6%
STT vs CPB
+366.4%
+5,862.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -2.5% | +8.0% | -10.5% | -4.8% |
| 30D | -5.0% | +22.4% | -27.3% | -11.0% |
| 3M | -10.5% | +3.8% | -14.3% | -12.3% |
| 6M | +10.0% | +13.7% | -3.6% | +4.0% |
| YTD | +30.7% | -11.7% | +42.4% | +32.8% |
| 1Y | +43.8% | -18.1% | +61.9% | +49.4% |
| 3Y | +168.1% | -34.7% | +202.8% | +193.3% |
| 5Y | +101.4% | -30.6% | +132.0% | +112.2% |
| 10Y | +211.3% | -37.1% | +248.5% | +217.3% |
| All | +6,228.6% | +366.4% | +5,862.1% | +2,751.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling