+2,089.9%
CLS vs STM
-4.9%
+2,094.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.1% | +4.3% |
| 7D | +23.5% | +16.3% | +7.2% | +13.8% |
| 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% | -24.5% |
| YTD | -14.1% | +80.1% | -94.2% | -37.4% |
| 1Y | -24.1% | +95.4% | -119.4% | -46.9% |
| 3Y | +897.0% | +14.7% | +882.3% | +752.3% |
| 5Y | +2,089.9% | -5.4% | +2,095.3% | +1,700.9% |
| All | +2,089.9% | -4.9% | +2,094.8% | +1,700.9% |
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