+657.6%
STM vs CLX
-3.9%
+661.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +5.2% | -3.5% | +8.8% | +5.5% |
| 30D | -7.4% | -11.9% | +4.5% | -6.3% |
| 3M | -30.6% | -2.6% | -28.0% | -30.7% |
| 6M | +66.4% | -18.2% | +84.5% | +69.2% |
| YTD | +101.1% | -5.9% | +107.0% | +101.7% |
| 1Y | +97.4% | -23.8% | +121.2% | +102.3% |
| 3Y | +21.1% | -33.6% | +54.7% | +24.7% |
| 5Y | +22.5% | -35.7% | +58.1% | +25.0% |
| 10Y | +657.6% | -2.5% | +660.1% | +627.2% |
| All | +657.6% | -3.9% | +661.5% | +627.2% |
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