+31.8%
CLX vs STLA
-4.1%
+35.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +9.5% | -13.8% | +23.3% | +10.1% |
| 30D | +30.7% | -10.5% | +41.2% | +31.2% |
| 3M | +4.2% | -28.9% | +33.1% | +5.4% |
| 6M | +22.1% | -49.7% | +71.9% | +24.7% |
| YTD | +14.1% | -64.9% | +79.0% | +17.3% |
| 1Y | +10.3% | -64.0% | +74.3% | +13.3% |
| 3Y | -7.8% | -77.4% | +69.6% | -4.9% |
| 5Y | -20.8% | -74.4% | +53.6% | -19.2% |
| All | +31.8% | -4.1% | +35.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling