+1,763.7%
CLS vs STM
-15.6%
+1,779.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.9% |
| 7D | -22.2% | -10.7% | -11.4% | -16.9% |
| 30D | -44.4% | -25.7% | -18.6% | -34.3% |
| 3M | -34.3% | -21.6% | -12.7% | -24.6% |
| 6M | -50.1% | -27.8% | -22.3% | -41.3% |
| YTD | -30.1% | +61.8% | -91.8% | -46.0% |
| 1Y | -39.3% | +78.1% | -117.4% | -55.4% |
| 3Y | +732.7% | +4.9% | +727.8% | +646.8% |
| All | +1,763.7% | -15.6% | +1,779.2% | +1,529.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling