+461.8%
STM vs CLF
+80.0%
+381.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +16.3% | +16.0% | +0.3% | +11.8% |
| 30D | -6.3% | +1.6% | -7.9% | -6.8% |
| 3M | -14.1% | +6.7% | -20.8% | -16.1% |
| 6M | -19.6% | +21.1% | -40.7% | -25.2% |
| YTD | +80.1% | -1.6% | +81.7% | +73.4% |
| 1Y | +95.4% | +18.5% | +76.9% | +78.3% |
| 3Y | +14.7% | -21.0% | +35.7% | +7.1% |
| 5Y | -5.4% | -41.4% | +36.0% | -9.0% |
| All | +461.8% | +80.0% | +381.8% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling