+4.9%
STM vs CCL
+137.6%
-132.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | -10.7% | +2.6% | -13.3% | -11.9% |
| 30D | -25.7% | +13.1% | -38.9% | -29.6% |
| 3M | -21.6% | +3.3% | -24.8% | -23.0% |
| 6M | -27.8% | +8.7% | -36.5% | -31.0% |
| YTD | +61.8% | -1.6% | +63.3% | +58.1% |
| 1Y | +78.1% | +14.0% | +64.1% | +61.8% |
| 3Y | +4.9% | +145.1% | -140.3% | -36.3% |
| All | +4.9% | +137.6% | -132.7% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling