+2,285.7%
STM vs CL
+2,177.6%
+108.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.4% |
| 7D | +5.8% | -2.2% | +8.0% | +6.7% |
| 30D | -1.0% | -4.8% | +3.8% | +0.7% |
| 3M | -33.3% | +4.9% | -38.2% | -35.3% |
| 6M | +57.4% | -5.7% | +63.1% | +58.8% |
| YTD | +102.2% | +14.4% | +87.8% | +88.4% |
| 1Y | +99.6% | +8.7% | +90.8% | +89.0% |
| 3Y | +14.5% | +30.0% | -15.5% | -1.5% |
| 5Y | +21.4% | +28.4% | -7.0% | +4.0% |
| 10Y | +695.0% | +50.1% | +644.9% | +526.2% |
| All | +2,285.7% | +2,177.6% | +108.2% | +769.1% |
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