+102.4%
STX vs CLS
-26.6%
+129.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.3% | -0.3% |
| 7D | +14.6% | +16.3% | -1.7% | +6.2% |
| 30D | -26.0% | -25.7% | -0.3% | -14.5% |
| 3M | -42.6% | -30.9% | -11.8% | -32.5% |
| 6M | -35.3% | -35.5% | +0.2% | -23.3% |
| YTD | +92.5% | -18.7% | +111.2% | +95.5% |
| 1Y | +102.4% | -17.9% | +120.3% | +102.5% |
| All | +102.4% | -26.6% | +129.0% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling