+392.6%
STM vs CCL
-30.2%
+422.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.3% |
| 7D | -10.7% | +3.1% | -13.9% | -11.7% |
| 30D | -25.7% | +13.7% | -39.4% | -28.7% |
| 3M | -21.6% | +3.8% | -25.4% | -22.8% |
| 6M | -27.8% | +9.3% | -37.1% | -30.2% |
| YTD | +61.8% | -1.1% | +62.8% | +59.5% |
| 1Y | +78.1% | +14.6% | +63.5% | +67.3% |
| 3Y | +4.9% | +146.4% | -141.5% | -22.9% |
| 5Y | -14.3% | +21.9% | -36.1% | -29.5% |
| All | +392.6% | -30.2% | +422.8% | +386.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling