+381.8%
STX vs CLS
+33.9%
+348.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.8% | +3.7% |
| 7D | +10.7% | +12.8% | -2.0% | +4.0% |
| 30D | +11.3% | +3.8% | +7.5% | +8.9% |
| 3M | +3.2% | -14.6% | +17.8% | +9.6% |
| 6M | +157.0% | +32.2% | +124.7% | +113.0% |
| YTD | +229.2% | +11.6% | +217.6% | +192.5% |
| 1Y | +381.8% | +35.1% | +346.8% | +308.7% |
| All | +381.8% | +33.9% | +348.0% | +308.7% |
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