+139.1%
CLX vs STLA
+263.8%
-124.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -9.2% | +2.6% | -11.8% | -9.3% |
| 30D | -11.0% | -1.2% | -9.8% | -11.0% |
| 3M | +5.0% | -24.8% | +29.8% | +5.8% |
| 6M | -18.8% | -25.6% | +6.8% | -18.3% |
| YTD | -4.4% | -48.9% | +44.5% | -3.0% |
| 1Y | -21.9% | -38.8% | +16.9% | -21.1% |
| 3Y | -32.8% | -64.5% | +31.8% | -31.6% |
| 5Y | -34.6% | -62.4% | +27.9% | -33.8% |
| 10Y | -4.7% | +55.4% | -60.1% | -6.8% |
| All | +139.1% | +263.8% | -124.7% | +124.2% |
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 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