+1,761.1%
CLS vs STM
+431.2%
+1,329.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -13.9% | -7.9% | -6.0% | -10.0% |
| 30D | -38.2% | -14.1% | -24.0% | -33.0% |
| 3M | -28.8% | -17.6% | -11.2% | -21.2% |
| 6M | -40.4% | -24.2% | -16.1% | -32.4% |
| YTD | -24.3% | +73.3% | -97.6% | -41.5% |
| 1Y | -35.0% | +90.1% | -125.1% | -51.9% |
| 3Y | +778.7% | +10.3% | +768.3% | +684.8% |
| 5Y | +1,884.8% | -5.7% | +1,890.6% | +1,727.8% |
| 10Y | +1,761.1% | +444.1% | +1,317.0% | +819.7% |
| All | +1,761.1% | +431.2% | +1,329.9% | +819.7% |
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