-5.6%
CLX vs STLD
+59.7%
-65.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.8% | +6.0% |
| 7D | +14.2% | -3.9% | +18.1% | +14.5% |
| 30D | +22.7% | -0.4% | +23.0% | +22.5% |
| 3M | -2.8% | -9.2% | +6.4% | -1.8% |
| 6M | +17.7% | +5.0% | +12.7% | +15.3% |
| YTD | +3.3% | +42.8% | -39.5% | -4.2% |
| 1Y | -5.6% | +60.1% | -65.7% | -16.7% |
| All | -5.6% | +59.7% | -65.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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