+28.0%
CL vs STT
+44.2%
-16.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.1% |
| 7D | +1.3% | -2.5% | +3.8% | +1.1% |
| 30D | +11.4% | -5.0% | +16.3% | +10.9% |
| 3M | +4.4% | -10.5% | +14.9% | +3.7% |
| 6M | +10.8% | +10.0% | +0.8% | +11.4% |
| YTD | +25.1% | +30.7% | -5.6% | +27.6% |
| 1Y | +28.0% | +43.8% | -15.8% | +31.4% |
| All | +28.0% | +44.2% | -16.3% | +31.4% |
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