-49.6%
CLF vs STRL
+788.2%
-837.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -13.9% | +1.6% | -8.4% |
| 7D | -21.0% | -34.6% | +13.6% | -11.5% |
| 30D | -8.0% | -56.7% | +48.7% | +14.7% |
| 3M | -10.9% | -54.4% | +43.5% | +9.0% |
| 6M | +5.8% | -69.7% | +75.5% | +40.9% |
| YTD | -15.1% | -20.2% | +5.1% | -22.3% |
| 1Y | +7.2% | -40.6% | +47.8% | +8.2% |
| 3Y | -34.2% | +221.7% | -255.8% | -68.2% |
| 5Y | -49.6% | +799.0% | -848.6% | -87.6% |
| All | -49.6% | +788.2% | -837.8% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling