-4.6%
STM vs CCL
+32.6%
-37.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +12.0% | -1.2% | +13.2% | +12.5% |
| 30D | -0.4% | +13.1% | -13.5% | -4.9% |
| 3M | -13.2% | +3.4% | -16.6% | -14.7% |
| 6M | -26.1% | +18.7% | -44.8% | -31.1% |
| YTD | +81.2% | -2.3% | +83.4% | +78.5% |
| 1Y | +98.3% | +14.2% | +84.1% | +83.5% |
| 3Y | +16.7% | +133.6% | -116.8% | -18.5% |
| All | -4.6% | +32.6% | -37.2% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling