+24.6%
CLF vs STRL
-26.6%
+51.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | -9.1% | -19.8% | +10.8% | -5.8% |
| 30D | -0.9% | -43.6% | +42.6% | +8.3% |
| 3M | +3.0% | -45.2% | +48.2% | +12.7% |
| 6M | +16.7% | -65.7% | +82.4% | +36.0% |
| YTD | -3.2% | -5.4% | +2.3% | -12.9% |
| 1Y | +24.6% | -24.7% | +49.3% | +23.0% |
| All | +24.6% | -26.6% | +51.2% | +23.0% |
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 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