+86.2%
CL vs STT
+198.7%
-112.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.8% | +5.1% | -5.9% | -1.5% |
| 30D | +9.5% | -0.2% | +9.7% | +9.4% |
| 3M | +6.6% | -8.1% | +14.8% | +7.8% |
| 6M | +13.2% | +16.6% | -3.4% | +10.5% |
| YTD | +26.9% | +37.8% | -11.0% | +20.7% |
| 1Y | +27.6% | +46.8% | -19.2% | +20.2% |
| 3Y | +39.1% | +181.2% | -142.0% | +17.5% |
| 5Y | +41.3% | +105.1% | -63.8% | +22.9% |
| All | +86.2% | +198.7% | -112.5% | +43.8% |
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