+96.5%
STM vs CCL
+17.9%
+78.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.3% | -13.3% | -8.6% |
| 7D | -6.0% | +11.6% | -17.6% | -10.0% |
| 30D | -20.9% | +22.5% | -43.5% | -26.8% |
| 3M | -15.8% | +6.4% | -22.2% | -17.8% |
| 6M | -17.0% | +23.4% | -40.4% | -23.6% |
| YTD | +76.8% | +4.2% | +72.6% | +67.2% |
| 1Y | +96.5% | +21.9% | +74.6% | +76.6% |
| All | +96.5% | +17.9% | +78.6% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling