-17.5%
CLF vs STRL
+484.5%
-502.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +0.5% |
| 7D | +7.6% | +3.4% | +4.2% | +6.7% |
| 30D | -1.2% | -9.2% | +8.1% | +0.9% |
| 3M | -13.4% | -51.0% | +37.7% | +0.7% |
| 6M | +15.4% | +15.8% | -0.4% | +2.8% |
| YTD | -5.9% | +58.9% | -64.7% | -24.8% |
| 1Y | +18.8% | +68.5% | -49.7% | -7.1% |
| All | -17.5% | +484.5% | -502.1% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling