-17.9%
STM vs CL
+43.3%
-61.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.1% | -12.3% | -12.4% |
| 7D | -20.1% | +5.9% | -26.0% | -19.8% |
| 30D | -32.0% | +13.8% | -45.7% | -31.7% |
| 3M | -24.2% | +6.4% | -30.6% | -23.8% |
| 6M | -29.9% | +15.6% | -45.6% | -30.2% |
| YTD | +54.9% | +27.9% | +27.0% | +52.3% |
| 1Y | +68.0% | +31.4% | +36.6% | +64.4% |
| 3Y | -0.1% | +41.4% | -41.5% | -7.6% |
| 5Y | -17.9% | +42.8% | -60.7% | -24.7% |
| All | -17.9% | +43.3% | -61.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling