+2,104.6%
CLS vs STT
+695.5%
+1,409.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -22.2% | -2.5% | -19.7% | -21.2% |
| 30D | -44.4% | -5.0% | -39.4% | -42.9% |
| 3M | -34.3% | -10.5% | -23.8% | -30.7% |
| 6M | -50.1% | +10.0% | -60.1% | -51.9% |
| YTD | -30.1% | +30.7% | -60.8% | -37.7% |
| 1Y | -39.3% | +43.8% | -83.1% | -47.9% |
| 3Y | +732.7% | +168.1% | +564.6% | +452.8% |
| 5Y | +1,777.2% | +101.4% | +1,675.8% | +1,268.4% |
| 10Y | +1,645.6% | +211.3% | +1,434.3% | +925.7% |
| All | +2,104.6% | +695.5% | +1,409.1% | +397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling