+891.5%
CLS vs STT
+183.0%
+708.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +4.8% |
| 7D | +23.5% | +5.1% | +18.4% | +18.5% |
| 30D | -28.9% | -0.2% | -28.7% | -28.2% |
| 3M | -25.2% | -8.1% | -17.0% | -19.1% |
| 6M | -32.1% | +16.6% | -48.7% | -39.9% |
| YTD | -14.1% | +37.8% | -51.9% | -34.5% |
| 1Y | -24.1% | +46.8% | -70.9% | -45.0% |
| All | +891.5% | +183.0% | +708.5% | +299.8% |
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 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