-73.1%
CLF vs STLA
+189.9%
-262.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -19.6% | -4.5% | -15.1% | -18.2% |
| 30D | -5.0% | -3.9% | -1.1% | -4.4% |
| 3M | -6.3% | -20.2% | +13.9% | +0.3% |
| 6M | +2.8% | -42.2% | +44.9% | +24.3% |
| YTD | -13.7% | -59.3% | +45.6% | +15.9% |
| 1Y | +13.6% | -56.1% | +69.6% | +47.0% |
| 3Y | -34.0% | -73.7% | +39.7% | +0.5% |
| 5Y | -48.7% | -70.3% | +21.5% | -27.2% |
| 10Y | +113.4% | +23.1% | +90.4% | +103.9% |
| All | -73.1% | +189.9% | -262.9% | -75.4% |
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