+21.7%
STM vs CLX
-32.3%
+54.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +5.8% | -9.2% | +15.0% | +6.6% |
| 30D | -1.0% | -11.0% | +10.0% | -0.1% |
| 3M | -33.3% | +5.0% | -38.3% | -34.1% |
| 6M | +57.4% | -18.8% | +76.2% | +61.3% |
| YTD | +102.2% | -4.4% | +106.6% | +103.4% |
| 1Y | +99.6% | -21.9% | +121.4% | +106.6% |
| All | +21.7% | -32.3% | +54.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling