-34.0%
CLX vs STLA
-62.4%
+28.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -9.2% | +2.6% | -11.8% | -9.4% |
| 30D | -11.0% | -1.2% | -9.8% | -11.0% |
| 3M | +5.0% | -24.8% | +29.8% | +7.0% |
| 6M | -18.8% | -25.6% | +6.8% | -17.3% |
| YTD | -4.4% | -48.9% | +44.5% | -0.4% |
| 1Y | -21.9% | -38.8% | +16.9% | -20.0% |
| 3Y | -32.8% | -64.5% | +31.8% | -29.2% |
| All | -34.0% | -62.4% | +28.3% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling