+1,808.6%
STM vs CCL
+400.7%
+1,408.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | -10.7% | +2.6% | -13.3% | -11.8% |
| 30D | -25.7% | +13.1% | -38.9% | -29.3% |
| 3M | -21.6% | +3.3% | -24.8% | -23.0% |
| 6M | -27.8% | +8.7% | -36.5% | -30.8% |
| YTD | +61.8% | -1.6% | +63.3% | +58.8% |
| 1Y | +78.1% | +14.0% | +64.1% | +64.2% |
| 3Y | +4.9% | +145.1% | -140.3% | -30.8% |
| 5Y | -14.3% | +21.2% | -35.5% | -34.0% |
| 10Y | +414.1% | -29.8% | +443.9% | +264.0% |
| All | +1,808.6% | +400.7% | +1,408.0% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling