+3,231.7%
CLS vs STT
+833.4%
+2,398.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | -13.9% | +3.9% | -17.8% | -15.2% |
| 3M | -26.6% | +20.0% | -46.5% | -32.1% |
| 6M | +15.4% | +55.3% | -39.9% | -4.4% |
| YTD | +5.7% | +53.3% | -47.7% | -12.5% |
| 1Y | +41.1% | +74.7% | -33.6% | +10.6% |
| 3Y | +1,228.6% | +205.8% | +1,022.8% | +728.3% |
| 5Y | +3,240.6% | +145.0% | +3,095.6% | +2,127.1% |
| 10Y | +2,760.3% | +266.0% | +2,494.3% | +1,458.9% |
| All | +3,231.7% | +833.4% | +2,398.3% | +598.6% |
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