+177.9%
CLX vs STLA
+178.7%
-0.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.1% |
| 7D | +13.6% | -4.9% | +18.6% | +13.8% |
| 30D | +29.1% | -4.9% | +34.0% | +29.2% |
| 3M | +1.6% | -23.7% | +25.2% | +2.3% |
| 6M | +18.7% | -45.0% | +63.7% | +20.5% |
| YTD | +11.1% | -60.9% | +72.0% | +13.5% |
| 1Y | +7.0% | -58.9% | +65.9% | +9.2% |
| 3Y | -10.0% | -74.4% | +64.4% | -7.7% |
| 5Y | -22.6% | -71.5% | +48.9% | -21.2% |
| 10Y | +29.3% | +5.3% | +24.1% | +27.8% |
| All | +177.9% | +178.7% | -0.9% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling