+40.8%
CL vs STT
+109.6%
-68.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | +11.8% | -1.9% | +13.7% | +11.9% |
| 3M | +5.9% | -7.6% | +13.5% | +6.6% |
| 6M | +13.3% | +16.0% | -2.7% | +11.4% |
| YTD | +27.1% | +36.2% | -9.1% | +22.7% |
| 1Y | +28.0% | +46.8% | -18.8% | +22.5% |
| 3Y | +39.4% | +177.8% | -138.4% | +21.8% |
| 5Y | +40.8% | +105.8% | -65.1% | +22.1% |
| All | +40.8% | +109.6% | -68.8% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling