+463.1%
STM vs CL
+84.6%
+378.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | -8.4% | +9.5% | -17.9% | -10.5% |
| 3M | -15.8% | +6.8% | -22.6% | -17.4% |
| 6M | -22.8% | +14.3% | -37.1% | -26.4% |
| YTD | +79.4% | +27.0% | +52.4% | +64.9% |
| 1Y | +97.0% | +26.3% | +70.7% | +81.2% |
| 3Y | +14.2% | +39.3% | -25.1% | -1.9% |
| 5Y | -4.5% | +41.5% | -46.0% | -19.4% |
| 10Y | +463.1% | +84.1% | +379.0% | +364.7% |
| All | +463.1% | +84.6% | +378.5% | +364.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling