-5.7%
STM vs CLF
-42.3%
+36.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -1.0% |
| 7D | -7.9% | -9.1% | +1.1% | -5.4% |
| 30D | -14.1% | -0.9% | -13.2% | -14.1% |
| 3M | -17.6% | +3.0% | -20.6% | -18.8% |
| 6M | -24.2% | +16.7% | -40.9% | -28.7% |
| YTD | +73.3% | -3.2% | +76.5% | +67.7% |
| 1Y | +90.1% | +24.6% | +65.5% | +70.6% |
| 3Y | +10.3% | -22.3% | +32.6% | +2.6% |
| 5Y | -5.7% | -41.2% | +35.5% | -10.6% |
| All | -5.7% | -42.3% | +36.6% | -10.6% |
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