+80.4%
CLF vs STRL
+3,816.9%
-3,736.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +16.0% | +23.4% | -7.5% | +7.7% |
| 30D | +1.6% | -39.5% | +41.1% | +19.0% |
| 3M | +6.7% | -45.1% | +51.8% | +28.2% |
| 6M | +21.1% | -64.6% | +85.7% | +62.8% |
| YTD | -1.6% | -1.5% | -0.1% | -16.7% |
| 1Y | +18.5% | -20.8% | +39.3% | +8.3% |
| 3Y | -21.0% | +353.1% | -374.2% | -68.6% |
| 5Y | -41.4% | +942.9% | -984.3% | -85.0% |
| All | +80.4% | +3,816.9% | -3,736.5% | -72.6% |
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