-70.6%
CLF vs STLA
+263.8%
-334.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.3% |
| 7D | +7.6% | +2.6% | +5.0% | +6.4% |
| 30D | -1.2% | -1.2% | +0.1% | -1.3% |
| 3M | -13.4% | -24.8% | +11.4% | -4.1% |
| 6M | +15.4% | -25.6% | +41.0% | +28.1% |
| YTD | -5.9% | -48.9% | +43.1% | +17.4% |
| 1Y | +18.8% | -38.8% | +57.6% | +36.5% |
| 3Y | -19.4% | -64.5% | +45.1% | +10.7% |
| 5Y | -47.7% | -62.4% | +14.7% | -31.1% |
| 10Y | +130.4% | +55.4% | +75.0% | +103.6% |
| All | -70.6% | +263.8% | -334.4% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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