-41.8%
CLF vs STRL
+906.9%
-948.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.4% |
| 7D | +10.4% | +15.7% | -5.3% | +5.9% |
| 30D | +0.6% | -35.5% | +36.0% | +12.3% |
| 3M | +4.1% | -47.1% | +51.3% | +22.0% |
| 6M | +15.1% | -65.8% | +80.9% | +48.0% |
| YTD | -4.7% | -4.5% | -0.2% | -17.1% |
| 1Y | +20.4% | -10.5% | +30.8% | +6.7% |
| 3Y | -23.4% | +340.6% | -364.0% | -66.3% |
| All | -41.8% | +906.9% | -948.6% | -85.8% |
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