+43.4%
CL vs STT
+104.1%
-60.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | +3.2% | +4.8% | -1.5% | +2.8% |
| 30D | +8.0% | +3.9% | +4.1% | +7.6% |
| 3M | +7.9% | -8.2% | +16.0% | +8.6% |
| 6M | +14.7% | +15.6% | -0.9% | +12.9% |
| YTD | +29.2% | +37.6% | -8.5% | +24.6% |
| 1Y | +29.5% | +50.1% | -20.6% | +23.7% |
| 3Y | +40.7% | +183.1% | -142.4% | +22.7% |
| All | +43.4% | +104.1% | -60.8% | +24.8% |
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 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