+21.0%
STM vs CCL
+5.2%
+15.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | -5.0% | +10.8% | +7.8% |
| 30D | -1.0% | -20.3% | +19.3% | +7.4% |
| 3M | -33.3% | -15.1% | -18.1% | -29.2% |
| 6M | +57.4% | -15.1% | +72.5% | +65.5% |
| YTD | +102.2% | -21.8% | +124.0% | +117.1% |
| 1Y | +99.6% | -24.8% | +124.4% | +115.9% |
| 3Y | +14.5% | +51.9% | -37.3% | -6.6% |
| All | +21.0% | +5.2% | +15.7% | +3.5% |
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