-15.7%
STM vs CLF
-51.2%
+35.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.0% |
| 7D | -10.7% | -19.6% | +8.8% | -5.2% |
| 30D | -25.7% | -5.0% | -20.8% | -24.9% |
| 3M | -21.6% | -6.3% | -15.3% | -20.7% |
| 6M | -27.8% | +2.8% | -30.6% | -29.6% |
| YTD | +61.8% | -13.7% | +75.5% | +61.5% |
| 1Y | +78.1% | +13.6% | +64.5% | +63.7% |
| 3Y | +4.9% | -34.0% | +38.9% | +2.2% |
| All | -15.7% | -51.2% | +35.5% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling