+27.8%
CLS vs STT
+76.1%
-48.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +4.6% | +0.5% | +4.1% | +4.3% |
| 30D | -13.9% | +3.9% | -17.8% | -15.8% |
| 3M | -26.6% | +20.0% | -46.5% | -34.6% |
| 6M | +15.4% | +55.3% | -39.9% | -12.2% |
| YTD | +5.7% | +53.3% | -47.7% | -20.8% |
| All | +27.8% | +76.1% | -48.3% | -5.4% |
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