+7,325.6%
STT vs CPB
+325.7%
+6,999.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.2% |
| 7D | +0.5% | -8.6% | +9.1% | +3.1% |
| 30D | +3.9% | -7.2% | +11.1% | +5.9% |
| 3M | +20.0% | +0.9% | +19.1% | +18.4% |
| 6M | +55.3% | -11.8% | +67.1% | +59.1% |
| YTD | +53.3% | -19.4% | +72.7% | +61.1% |
| 1Y | +74.7% | -30.4% | +105.1% | +91.4% |
| 3Y | +205.8% | -40.2% | +246.0% | +244.9% |
| 5Y | +145.0% | -39.5% | +184.5% | +171.2% |
| 10Y | +266.0% | -47.4% | +313.4% | +298.9% |
| All | +7,325.6% | +325.7% | +6,999.9% | +3,359.7% |
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