+2,071.0%
STX vs CLS
+1,765.4%
+305.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.9% | +1.9% | +7.0% |
| 7D | -14.8% | -10.6% | -4.2% | -10.8% |
| 30D | -35.4% | -38.4% | +3.1% | -23.2% |
| 3M | -37.7% | -29.9% | -7.8% | -29.8% |
| 6M | -35.2% | -40.6% | +5.4% | -23.9% |
| YTD | +84.4% | -24.6% | +109.0% | +98.5% |
| 1Y | +82.3% | -30.8% | +113.0% | +100.2% |
| 3Y | +646.2% | +811.7% | -165.5% | +226.1% |
| 5Y | +487.4% | +1,838.4% | -1,351.0% | +93.9% |
| 10Y | +2,071.0% | +1,751.5% | +319.5% | +538.5% |
| All | +2,071.0% | +1,765.4% | +305.6% | +538.5% |
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