+618.5%
CLF vs STT
+6,256.2%
-5,637.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.7% | -7.5% | -9.9% |
| 7D | -21.0% | -4.9% | -16.1% | -18.9% |
| 30D | -8.0% | -6.0% | -2.0% | -5.1% |
| 3M | -10.9% | -11.7% | +0.8% | -5.1% |
| 6M | +5.8% | +11.7% | -5.9% | +0.3% |
| YTD | -15.1% | +30.4% | -45.6% | -25.6% |
| 1Y | +7.2% | +43.9% | -36.7% | -10.4% |
| 3Y | -34.2% | +165.4% | -199.6% | -58.6% |
| 5Y | -49.6% | +101.0% | -150.6% | -64.4% |
| 10Y | +109.9% | +210.7% | -100.8% | +25.0% |
| All | +618.5% | +6,256.2% | -5,637.7% | +136.0% |
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