+2,757.7%
CLS vs STM
+666.6%
+2,091.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | +4.6% | +5.8% | -1.2% | +1.8% |
| 30D | -13.9% | -1.0% | -12.9% | -13.6% |
| 3M | -26.6% | -33.3% | +6.7% | -12.6% |
| 6M | +15.4% | +57.4% | -41.9% | -7.4% |
| YTD | +5.7% | +102.2% | -96.5% | -24.5% |
| 1Y | +41.1% | +99.6% | -58.5% | +0.3% |
| 3Y | +1,228.6% | +14.5% | +1,214.1% | +1,050.4% |
| 5Y | +3,240.6% | +21.4% | +3,219.3% | +2,623.5% |
| All | +2,757.7% | +666.6% | +2,091.2% | +1,240.0% |
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