+100.8%
STM vs CLX
-25.2%
+125.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | +1.7% | -4.9% | +6.6% | +1.7% |
| 30D | -5.2% | -15.8% | +10.7% | -5.0% |
| 3M | -29.6% | -7.9% | -21.7% | -29.4% |
| 6M | +54.4% | -19.0% | +73.4% | +58.6% |
| YTD | +99.5% | -7.9% | +107.5% | +107.0% |
| 1Y | +100.8% | -25.4% | +126.1% | +114.7% |
| All | +100.8% | -25.2% | +125.9% | +114.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling