+73.4%
CL vs STT
+204.5%
-131.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +1.3% | -2.5% | +3.8% | +1.7% |
| 30D | +11.4% | -5.0% | +16.3% | +12.0% |
| 3M | +4.4% | -10.5% | +14.9% | +5.8% |
| 6M | +10.8% | +10.0% | +0.8% | +9.0% |
| YTD | +25.1% | +30.7% | -5.6% | +19.9% |
| 1Y | +28.0% | +43.8% | -15.8% | +20.9% |
| 3Y | +37.6% | +168.1% | -130.5% | +17.2% |
| 5Y | +39.7% | +101.4% | -61.7% | +21.9% |
| All | +73.4% | +204.5% | -131.1% | +42.0% |
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