+0.4%
STM vs CL
+41.3%
-40.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.1% | -12.3% | -12.4% |
| 7D | -20.1% | +5.9% | -26.0% | -18.7% |
| 30D | -32.0% | +13.8% | -45.7% | -29.6% |
| 3M | -24.2% | +6.4% | -30.6% | -22.5% |
| 6M | -29.9% | +15.6% | -45.6% | -27.5% |
| YTD | +54.9% | +27.9% | +27.0% | +61.5% |
| 1Y | +68.0% | +31.4% | +36.6% | +75.4% |
| All | +0.4% | +41.3% | -40.9% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling