-29.6%
CLS vs STM
+92.4%
-122.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.1% | -3.0% | -5.2% |
| 7D | -21.1% | -6.0% | -15.1% | -17.9% |
| 30D | -38.2% | -20.9% | -17.3% | -28.4% |
| 3M | -36.3% | -15.8% | -20.6% | -29.1% |
| 6M | -43.8% | -17.0% | -26.8% | -39.0% |
| YTD | -20.0% | +76.8% | -96.8% | -48.0% |
| 1Y | -29.6% | +96.5% | -126.1% | -57.2% |
| All | -29.6% | +92.4% | -122.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling