-35.3%
CLS vs STM
+90.1%
-125.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.8% | +1.1% | +3.4% |
| 7D | -10.6% | -5.6% | -5.0% | -6.8% |
| 30D | -38.4% | -14.4% | -24.0% | -31.7% |
| 3M | -29.9% | -20.5% | -9.4% | -18.9% |
| 6M | -40.6% | -24.5% | -16.1% | -31.1% |
| YTD | -24.6% | +72.7% | -97.3% | -48.6% |
| All | -35.3% | +90.1% | -125.4% | -57.5% |
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