+28.7%
CLX vs STLD
+802.0%
-773.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | +7.8% | -0.5% | +8.2% | +7.8% |
| 30D | +28.5% | -0.1% | +28.6% | +28.5% |
| 3M | +1.3% | -9.2% | +10.5% | +1.5% |
| 6M | +23.4% | +1.8% | +21.6% | +23.1% |
| YTD | +11.4% | +42.1% | -30.8% | +10.0% |
| 1Y | +6.9% | +58.5% | -51.6% | +5.3% |
| 3Y | -9.8% | +128.2% | -138.0% | -12.1% |
| 5Y | -22.7% | +288.2% | -310.9% | -24.9% |
| 10Y | +28.7% | +799.8% | -771.1% | +24.0% |
| All | +28.7% | +802.0% | -773.3% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling