+97.4%
STM vs CCL
-25.6%
+123.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +5.2% | -0.1% | +5.3% | +5.3% |
| 30D | -7.4% | -20.0% | +12.6% | +1.1% |
| 3M | -30.6% | -13.7% | -17.0% | -26.6% |
| 6M | +66.4% | -9.0% | +75.4% | +70.4% |
| YTD | +101.1% | -22.8% | +124.0% | +114.6% |
| 1Y | +97.4% | -25.3% | +122.7% | +111.9% |
| All | +97.4% | -25.6% | +123.0% | +111.9% |
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