+5,435.1%
CL vs STT
+6,256.2%
-821.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.7% |
| 7D | +5.9% | -4.9% | +10.8% | +6.8% |
| 30D | +13.8% | -6.0% | +19.7% | +14.8% |
| 3M | +6.4% | -11.7% | +18.1% | +8.4% |
| 6M | +15.6% | +11.7% | +3.9% | +13.2% |
| YTD | +27.9% | +30.4% | -2.5% | +21.7% |
| 1Y | +31.4% | +43.9% | -12.5% | +23.0% |
| 3Y | +41.4% | +165.4% | -124.0% | +18.2% |
| 5Y | +42.8% | +101.0% | -58.2% | +22.6% |
| 10Y | +79.7% | +210.7% | -131.0% | +36.8% |
| All | +5,435.1% | +6,256.2% | -821.1% | +1,600.0% |
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