-10.9%
CLF vs STRL
-54.5%
+43.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -13.9% | +1.6% | -7.2% |
| 7D | -21.0% | -34.6% | +13.6% | -9.8% |
| 30D | -8.0% | -56.7% | +48.7% | +17.8% |
| 3M | -10.9% | -54.4% | +43.5% | +11.3% |
| All | -10.9% | -54.5% | +43.6% | +11.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling