+1,628.1%
CLS vs STM
+398.5%
+1,229.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.6% |
| 7D | -22.2% | -10.7% | -11.4% | -17.5% |
| 30D | -44.4% | -25.7% | -18.6% | -35.4% |
| 3M | -34.3% | -21.6% | -12.7% | -25.6% |
| 6M | -50.1% | -27.8% | -22.3% | -42.1% |
| YTD | -30.1% | +61.8% | -91.8% | -44.2% |
| 1Y | -39.3% | +78.1% | -117.4% | -53.6% |
| 3Y | +732.7% | +4.9% | +727.8% | +662.6% |
| 5Y | +1,777.2% | -14.3% | +1,791.5% | +1,704.4% |
| All | +1,628.1% | +398.5% | +1,229.6% | +793.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling