+4,850.5%
CL vs STT
+7,372.9%
-2,522.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -4.8% | +3.9% | -8.7% | -5.4% |
| 3M | +4.9% | +20.0% | -15.0% | +1.7% |
| 6M | -5.7% | +55.3% | -61.0% | -12.5% |
| YTD | +14.4% | +53.3% | -39.0% | +6.1% |
| 1Y | +8.7% | +74.7% | -66.0% | -1.4% |
| 3Y | +30.0% | +205.8% | -175.9% | +6.3% |
| 5Y | +28.4% | +145.0% | -116.6% | +6.7% |
| 10Y | +50.1% | +266.0% | -215.9% | +11.3% |
| All | +4,850.5% | +7,372.9% | -2,522.5% | +1,382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling