+16,011.1%
STX vs CLS
+1,928.2%
+14,082.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.1% |
| 7D | +2.4% | +4.6% | -2.2% | +0.4% |
| 30D | +1.4% | -13.9% | +15.3% | +6.0% |
| 3M | -8.2% | -26.6% | +18.3% | +1.2% |
| 6M | +127.0% | +15.4% | +111.6% | +111.6% |
| YTD | +209.1% | +5.7% | +203.5% | +195.7% |
| 1Y | +365.4% | +41.1% | +324.3% | +298.5% |
| 3Y | +1,135.4% | +1,228.6% | -93.2% | +336.2% |
| 5Y | +991.5% | +3,240.6% | -2,249.1% | +171.3% |
| 10Y | +3,695.8% | +2,760.3% | +935.5% | +786.1% |
| All | +16,011.1% | +1,928.2% | +14,082.8% | +3,019.0% |
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