-35.3%
CLS vs STT
+47.3%
-82.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.2% | +4.6% | +5.0% |
| 7D | -10.6% | +0.9% | -11.5% | -10.9% |
| 30D | -38.4% | -2.3% | -36.1% | -36.8% |
| 3M | -29.9% | -7.0% | -22.9% | -25.1% |
| 6M | -40.6% | +15.5% | -56.1% | -45.8% |
| YTD | -24.6% | +35.6% | -60.2% | -41.8% |
| All | -35.3% | +47.3% | -82.7% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling