-2.5%
CLX vs STLA
+48.0%
-50.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.5% |
| 7D | -3.5% | +0.7% | -4.3% | -3.6% |
| 30D | -11.9% | -2.4% | -9.5% | -11.8% |
| 3M | -2.6% | -23.9% | +21.3% | -1.9% |
| 6M | -18.2% | -24.6% | +6.5% | -17.5% |
| YTD | -5.9% | -50.5% | +44.6% | -4.3% |
| 1Y | -23.8% | -39.8% | +16.0% | -23.0% |
| 3Y | -33.6% | -65.6% | +32.0% | -32.4% |
| 5Y | -35.7% | -62.1% | +26.4% | -35.0% |
| 10Y | -2.5% | +47.8% | -50.3% | -3.2% |
| All | -2.5% | +48.0% | -50.5% | -3.2% |
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