+2,038.9%
STX vs CLS
+2,031.1%
+7.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -2.8% |
| 7D | +16.8% | +23.5% | -6.7% | +8.5% |
| 30D | -27.0% | -28.9% | +1.9% | -17.6% |
| 3M | -37.9% | -25.2% | -12.7% | -31.7% |
| 6M | -32.5% | -32.1% | -0.4% | -24.4% |
| YTD | +98.6% | -14.1% | +112.7% | +104.0% |
| 1Y | +93.6% | -24.1% | +117.7% | +105.3% |
| 3Y | +699.1% | +897.0% | -197.9% | +237.7% |
| 5Y | +481.0% | +2,089.9% | -1,608.9% | +83.3% |
| All | +2,038.9% | +2,031.1% | +7.8% | +494.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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