+80.1%
CLF vs STRL
+4,310.8%
-4,230.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +15.0% | -8.0% | +1.9% |
| 7D | -14.1% | -13.3% | -0.7% | -10.4% |
| 30D | -5.5% | -43.3% | +37.8% | +13.1% |
| 3M | 0.0% | -46.9% | +46.9% | +21.4% |
| 6M | +11.3% | -65.6% | +76.8% | +51.1% |
| YTD | -7.7% | -5.1% | -2.6% | -20.9% |
| 1Y | +17.5% | -23.1% | +40.6% | +8.5% |
| 3Y | -25.4% | +346.8% | -372.3% | -70.2% |
| 5Y | -46.0% | +907.2% | -953.1% | -86.0% |
| 10Y | +80.1% | +3,988.2% | -3,908.1% | -72.0% |
| All | +80.1% | +4,310.8% | -4,230.7% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling