+8.6%
CLX vs STLA
-64.2%
+72.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.3% | +1.9% |
| 7D | +8.5% | -13.1% | +21.6% | +10.2% |
| 30D | +30.0% | -13.3% | +43.2% | +31.7% |
| 3M | +3.8% | -27.9% | +31.6% | +7.0% |
| 6M | +24.6% | -47.8% | +72.5% | +31.6% |
| YTD | +12.8% | -64.6% | +77.3% | +21.5% |
| 1Y | +8.6% | -64.0% | +72.6% | +16.1% |
| All | +8.6% | -64.2% | +72.8% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling