-39.3%
CLS vs STM
+75.4%
-114.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -2.4% |
| 7D | -22.2% | -10.7% | -11.4% | -15.9% |
| 30D | -44.4% | -25.7% | -18.6% | -32.7% |
| 3M | -34.3% | -21.6% | -12.7% | -23.1% |
| 6M | -50.1% | -27.8% | -22.3% | -40.4% |
| YTD | -30.1% | +61.8% | -91.8% | -50.9% |
| 1Y | -39.3% | +78.1% | -117.4% | -59.4% |
| All | -39.3% | +75.4% | -114.8% | -59.4% |
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 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