-29.9%
STM vs CL
+16.9%
-46.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.1% | -12.3% | -12.5% |
| 7D | -20.1% | +5.9% | -26.0% | -14.3% |
| 30D | -32.0% | +13.8% | -45.7% | -20.3% |
| 3M | -24.2% | +6.4% | -30.6% | -17.7% |
| 6M | -29.9% | +15.6% | -45.6% | -13.8% |
| All | -29.9% | +16.9% | -46.9% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling