+696.9%
CLF vs STT
+7,372.9%
-6,676.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +0.5% | +7.1% | +7.3% |
| 30D | -1.2% | +3.9% | -5.0% | -2.9% |
| 3M | -13.4% | +20.0% | -33.3% | -20.8% |
| 6M | +15.4% | +55.3% | -39.9% | -7.1% |
| YTD | -5.9% | +53.3% | -59.2% | -23.8% |
| 1Y | +18.8% | +74.7% | -55.9% | -9.3% |
| 3Y | -19.4% | +205.8% | -225.2% | -52.9% |
| 5Y | -47.7% | +145.0% | -192.7% | -66.5% |
| 10Y | +130.4% | +266.0% | -135.6% | +26.5% |
| All | +696.9% | +7,372.9% | -6,676.1% | +141.5% |
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