+15.7%
STM vs CLF
-18.8%
+34.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.4% |
| 7D | +5.8% | +7.6% | -1.8% | +3.9% |
| 30D | -1.0% | -1.2% | +0.2% | -0.8% |
| 3M | -33.3% | -13.4% | -19.9% | -31.2% |
| 6M | +57.4% | +15.4% | +41.9% | +50.2% |
| YTD | +102.2% | -5.9% | +108.1% | +99.2% |
| 1Y | +99.6% | +18.8% | +80.8% | +79.8% |
| All | +15.7% | -18.8% | +34.6% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling