-9.2%
STM vs CLX
-23.1%
+13.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +6.3% |
| 7D | -5.6% | +17.4% | -23.0% | -6.8% |
| 30D | -14.4% | +27.8% | -42.2% | -16.3% |
| 3M | -20.5% | +3.0% | -23.5% | -20.6% |
| 6M | -24.5% | +17.5% | -42.0% | -26.0% |
| YTD | +72.7% | +10.0% | +62.7% | +71.1% |
| 1Y | +91.0% | +3.3% | +87.7% | +90.8% |
| 3Y | +13.5% | -10.1% | +23.6% | +13.8% |
| 5Y | -9.2% | -23.7% | +14.5% | -7.7% |
| All | -9.2% | -23.1% | +13.9% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling