+389.4%
STM vs CLX
+20.0%
+369.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.4% |
| 7D | -10.7% | +13.6% | -24.3% | -11.6% |
| 30D | -25.7% | +23.4% | -49.1% | -27.0% |
| 3M | -21.6% | -2.8% | -18.7% | -21.4% |
| 6M | -27.8% | +14.0% | -41.8% | -28.9% |
| YTD | +61.8% | +4.2% | +57.6% | +60.8% |
| 1Y | +78.1% | -1.2% | +79.3% | +77.9% |
| 3Y | +4.9% | -12.7% | +17.6% | +5.4% |
| 5Y | -14.3% | -26.5% | +12.2% | -13.5% |
| All | +389.4% | +20.0% | +369.4% | +361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling