-26.8%
CLS vs STT
+48.7%
-75.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +7.1% |
| 7D | +2.8% | +0.4% | +2.3% | +2.8% |
| 30D | -30.1% | -0.4% | -29.7% | -29.4% |
| 3M | -21.7% | -6.5% | -15.3% | -17.0% |
| 6M | -36.2% | +17.2% | -53.4% | -42.5% |
| YTD | -17.8% | +38.2% | -56.0% | -37.4% |
| 1Y | -26.8% | +49.3% | -76.1% | -50.5% |
| All | -26.8% | +48.7% | -75.5% | -50.5% |
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