+8,652.1%
STX vs CLS
+1,242.1%
+7,410.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -28.5% | -22.2% | -6.3% | -21.4% |
| 30D | -42.9% | -44.4% | +1.5% | -29.6% |
| 3M | -45.9% | -34.3% | -11.6% | -37.7% |
| 6M | -41.3% | -50.1% | +8.8% | -26.7% |
| YTD | +67.9% | -30.1% | +98.0% | +85.3% |
| 1Y | +66.5% | -39.3% | +105.9% | +91.1% |
| 3Y | +588.0% | +732.7% | -144.7% | +187.1% |
| 5Y | +449.1% | +1,777.2% | -1,328.1% | +67.5% |
| 10Y | +1,982.8% | +1,645.6% | +337.2% | +479.1% |
| All | +8,652.1% | +1,242.1% | +7,410.0% | +1,853.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling