+32.1%
CL vs STT
+53.6%
-21.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +3.5% |
| 7D | +7.7% | -0.1% | +7.8% | +7.7% |
| 30D | +15.2% | -1.7% | +16.9% | +15.2% |
| 3M | +7.3% | -6.4% | +13.7% | +7.0% |
| 6M | +17.0% | +17.7% | -0.7% | +18.3% |
| YTD | +28.0% | +36.9% | -8.9% | +30.9% |
| 1Y | +32.1% | +52.0% | -19.9% | +36.3% |
| All | +32.1% | +53.6% | -21.5% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling