+20.2%
CLF vs STRL
-30.1%
+50.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -21.5% | +12.3% | -5.6% |
| 7D | -7.9% | -27.1% | +19.2% | -3.2% |
| 30D | +5.2% | -45.8% | +51.0% | +15.6% |
| 3M | +4.3% | -47.6% | +51.9% | +14.9% |
| 6M | +25.3% | -46.4% | +71.7% | +35.0% |
| YTD | -3.3% | -7.4% | +4.1% | -11.4% |
| 1Y | +20.2% | -25.9% | +46.1% | +18.5% |
| All | +20.2% | -30.1% | +50.3% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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