+2,285.7%
STM vs CLF
+362.8%
+1,922.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.5% |
| 7D | +5.8% | +7.6% | -1.8% | +4.0% |
| 30D | -1.0% | -1.2% | +0.2% | -0.8% |
| 3M | -33.3% | -13.4% | -19.9% | -32.0% |
| 6M | +57.4% | +15.4% | +41.9% | +49.4% |
| YTD | +102.2% | -5.9% | +108.1% | +98.6% |
| 1Y | +99.6% | +18.8% | +80.8% | +81.9% |
| 3Y | +14.5% | -19.4% | +33.9% | +8.3% |
| 5Y | +21.4% | -47.7% | +69.1% | +21.4% |
| 10Y | +695.0% | +130.4% | +564.6% | +377.4% |
| All | +2,285.7% | +362.8% | +1,922.9% | +536.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling