+1,914.6%
CLS vs STT
+198.3%
+1,716.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | +16.3% | +4.8% | +11.5% | +13.3% |
| 30D | -25.7% | +3.9% | -29.6% | -27.0% |
| 3M | -30.9% | -8.2% | -22.7% | -26.8% |
| 6M | -35.5% | +15.6% | -51.1% | -40.4% |
| YTD | -18.7% | +37.6% | -56.3% | -32.4% |
| 1Y | -17.9% | +50.1% | -68.0% | -35.0% |
| 3Y | +838.1% | +183.1% | +655.0% | +425.5% |
| 5Y | +1,971.9% | +104.8% | +1,867.1% | +1,224.7% |
| All | +1,914.6% | +198.3% | +1,716.3% | +864.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling