+732.7%
CLS vs STT
+165.4%
+567.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | -22.2% | -2.5% | -19.7% | -20.2% |
| 30D | -44.4% | -5.0% | -39.4% | -41.5% |
| 3M | -34.3% | -10.5% | -23.8% | -27.3% |
| 6M | -50.1% | +10.0% | -60.1% | -53.6% |
| YTD | -30.1% | +30.7% | -60.8% | -44.4% |
| 1Y | -39.3% | +43.8% | -83.1% | -55.4% |
| 3Y | +732.7% | +168.1% | +564.6% | +258.4% |
| All | +732.7% | +165.4% | +567.4% | +258.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling