-12.7%
CLX vs STLA
-74.0%
+61.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +13.6% | -4.5% | +18.1% | +13.9% |
| 30D | +23.4% | -3.9% | +27.3% | +23.6% |
| 3M | -2.8% | -20.2% | +17.3% | -1.6% |
| 6M | +14.0% | -42.2% | +56.1% | +17.6% |
| YTD | +4.2% | -59.3% | +63.5% | +8.9% |
| 1Y | -1.2% | -56.1% | +54.9% | +2.8% |
| 3Y | -12.7% | -73.7% | +61.0% | -4.5% |
| All | -12.7% | -74.0% | +61.4% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling