+4.9%
STM vs CL
+38.3%
-33.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +3.8% |
| 7D | -10.7% | +1.3% | -12.1% | -10.3% |
| 30D | -25.7% | +11.4% | -37.1% | -23.6% |
| 3M | -21.6% | +4.4% | -26.0% | -20.2% |
| 6M | -27.8% | +10.8% | -38.6% | -25.8% |
| YTD | +61.8% | +25.1% | +36.6% | +67.7% |
| 1Y | +78.1% | +28.0% | +50.1% | +84.8% |
| 3Y | +4.9% | +37.6% | -32.7% | +14.4% |
| All | +4.9% | +38.3% | -33.4% | +14.4% |
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