+1,980.9%
CLS vs STT
+104.1%
+1,876.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | +16.3% | +4.8% | +11.5% | +13.0% |
| 30D | -25.7% | +3.9% | -29.6% | -27.1% |
| 3M | -30.9% | -8.2% | -22.7% | -26.5% |
| 6M | -35.5% | +15.6% | -51.1% | -40.7% |
| YTD | -18.7% | +37.6% | -56.3% | -33.4% |
| 1Y | -17.9% | +50.1% | -68.0% | -36.1% |
| 3Y | +838.1% | +183.1% | +655.0% | +412.4% |
| All | +1,980.9% | +104.1% | +1,876.7% | +1,153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling