+99.7%
CLF vs STRL
+3,580.1%
-3,480.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.5% |
| 7D | -19.6% | -26.9% | +7.3% | -10.9% |
| 30D | -5.0% | -52.7% | +47.7% | +21.4% |
| 3M | -6.3% | -52.8% | +46.5% | +19.0% |
| 6M | +2.8% | -71.5% | +74.3% | +49.6% |
| YTD | -13.7% | -17.4% | +3.7% | -22.5% |
| 1Y | +13.6% | -35.0% | +48.5% | +11.2% |
| 3Y | -34.0% | +239.2% | -273.2% | -71.2% |
| 5Y | -48.7% | +830.2% | -878.9% | -86.6% |
| All | +99.7% | +3,580.1% | -3,480.4% | -74.6% |
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