+98.3%
STM vs CLF
+15.2%
+83.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | +12.0% | +10.4% | +1.6% | +9.5% |
| 30D | -0.4% | +0.6% | -0.9% | -0.3% |
| 3M | -13.2% | +4.1% | -17.3% | -13.8% |
| 6M | -26.1% | +15.1% | -41.2% | -25.6% |
| YTD | +81.2% | -4.7% | +85.9% | +74.6% |
| 1Y | +98.3% | +20.4% | +77.9% | +84.3% |
| All | +98.3% | +15.2% | +83.1% | +84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling