+84.9%
CL vs STT
+198.3%
-113.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | +11.8% | -1.9% | +13.7% | +12.0% |
| 3M | +5.9% | -7.6% | +13.5% | +6.9% |
| 6M | +13.3% | +16.0% | -2.7% | +10.7% |
| YTD | +27.1% | +36.2% | -9.1% | +21.1% |
| 1Y | +28.0% | +46.8% | -18.8% | +20.6% |
| 3Y | +39.4% | +177.8% | -138.4% | +18.0% |
| 5Y | +40.8% | +105.8% | -65.1% | +22.3% |
| 10Y | +84.9% | +197.6% | -112.7% | +44.5% |
| All | +84.9% | +198.3% | -113.4% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling