+891.5%
CLS vs STM
+15.7%
+875.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.1% | +4.3% |
| 7D | +23.5% | +16.3% | +7.2% | +13.7% |
| 30D | -28.9% | -6.3% | -22.7% | -25.7% |
| 3M | -25.2% | -14.1% | -11.1% | -18.0% |
| 6M | -32.1% | -19.6% | -12.5% | -24.3% |
| YTD | -14.1% | +80.1% | -94.2% | -36.6% |
| 1Y | -24.1% | +95.4% | -119.4% | -46.1% |
| All | +891.5% | +15.7% | +875.9% | +719.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling