+1,727.7%
STM vs CL
+2,446.6%
-718.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.1% | -12.3% | -12.4% |
| 7D | -20.1% | +5.9% | -26.0% | -21.9% |
| 30D | -32.0% | +13.8% | -45.7% | -35.6% |
| 3M | -24.2% | +6.4% | -30.6% | -26.5% |
| 6M | -29.9% | +15.6% | -45.6% | -35.0% |
| YTD | +54.9% | +27.9% | +27.0% | +37.5% |
| 1Y | +68.0% | +31.4% | +36.6% | +47.3% |
| 3Y | -0.1% | +41.4% | -41.5% | -17.1% |
| 5Y | -17.9% | +42.8% | -60.7% | -32.8% |
| 10Y | +392.2% | +79.7% | +312.6% | +259.2% |
| All | +1,727.7% | +2,446.6% | -718.9% | +534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling