+1,727.7%
STM vs CLF
+317.3%
+1,410.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -12.2% | -0.2% | -9.5% |
| 7D | -20.1% | -21.0% | +0.9% | -15.4% |
| 30D | -32.0% | -8.0% | -24.0% | -30.8% |
| 3M | -24.2% | -10.9% | -13.3% | -22.6% |
| 6M | -29.9% | +5.8% | -35.8% | -32.3% |
| YTD | +54.9% | -15.1% | +70.0% | +55.0% |
| 1Y | +68.0% | +7.2% | +60.8% | +58.5% |
| 3Y | -0.1% | -34.2% | +34.0% | -1.3% |
| 5Y | -17.9% | -49.6% | +31.7% | -17.1% |
| 10Y | +392.2% | +109.9% | +282.3% | +204.0% |
| All | +1,727.7% | +317.3% | +1,410.4% | +396.6% |
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 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