+89.4%
STM vs CLF
+14.6%
+74.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +5.2% |
| 7D | -5.6% | -14.1% | +8.5% | -2.6% |
| 30D | -14.4% | -5.5% | -8.9% | -13.2% |
| 3M | -20.5% | 0.0% | -20.5% | -20.4% |
| 6M | -24.5% | +11.3% | -35.8% | -23.5% |
| YTD | +72.7% | -7.7% | +80.4% | +68.3% |
| All | +89.4% | +14.6% | +74.8% | +76.7% |
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