+96.5%
STM vs CL
+33.4%
+63.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.3% | -4.2% |
| 7D | -6.0% | +7.7% | -13.7% | -1.9% |
| 30D | -20.9% | +15.2% | -36.2% | -14.6% |
| 3M | -15.8% | +7.3% | -23.1% | -11.6% |
| 6M | -17.0% | +17.0% | -34.1% | -10.9% |
| YTD | +76.8% | +28.0% | +48.8% | +99.9% |
| 1Y | +96.5% | +32.1% | +64.4% | +124.2% |
| All | +96.5% | +33.4% | +63.1% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling