+87.5%
CLF vs STRL
+4,073.8%
-3,986.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | +0.5% |
| 7D | +2.3% | +7.1% | -4.8% | -0.1% |
| 30D | +1.9% | -39.4% | +41.3% | +19.3% |
| 3M | +5.9% | -43.0% | +48.8% | +25.5% |
| 6M | +16.9% | -65.0% | +81.9% | +57.9% |
| YTD | -1.1% | -0.8% | -0.3% | -16.5% |
| 1Y | +28.8% | -20.3% | +49.1% | +17.5% |
| 3Y | -20.6% | +356.5% | -377.1% | -68.5% |
| 5Y | -41.5% | +952.8% | -994.4% | -85.1% |
| 10Y | +87.5% | +3,877.1% | -3,789.6% | -71.7% |
| All | +87.5% | +4,073.8% | -3,986.2% | -71.7% |
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