+678.9%
STM vs CL
+50.5%
+628.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.2% |
| 7D | +5.8% | -2.2% | +8.0% | +6.4% |
| 30D | -1.0% | -4.8% | +3.8% | +0.2% |
| 3M | -33.3% | +4.9% | -38.2% | -34.8% |
| 6M | +57.4% | -5.7% | +63.1% | +58.5% |
| YTD | +102.2% | +14.4% | +87.8% | +91.0% |
| 1Y | +99.6% | +8.7% | +90.8% | +91.3% |
| 3Y | +14.5% | +30.0% | -15.5% | -0.7% |
| 5Y | +21.4% | +28.4% | -7.0% | +4.7% |
| All | +678.9% | +50.5% | +628.5% | +568.0% |
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