+15.7%
STM vs CCL
+53.4%
-37.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | -5.0% | +10.8% | +8.1% |
| 30D | -1.0% | -20.3% | +19.3% | +8.9% |
| 3M | -33.3% | -15.1% | -18.1% | -28.6% |
| 6M | +57.4% | -15.1% | +72.5% | +66.4% |
| YTD | +102.2% | -21.8% | +124.0% | +118.9% |
| 1Y | +99.6% | -24.8% | +124.4% | +118.1% |
| All | +15.7% | +53.4% | -37.7% | -15.9% |
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 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