+29.3%
CLX vs STLD
+804.7%
-775.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.7% | +0.9% |
| 7D | +13.6% | -4.7% | +18.3% | +13.8% |
| 30D | +29.1% | -0.9% | +30.0% | +29.0% |
| 3M | +1.6% | -11.9% | +13.5% | +1.9% |
| 6M | +18.7% | +0.9% | +17.8% | +18.5% |
| YTD | +11.1% | +40.4% | -29.3% | +9.8% |
| 1Y | +7.0% | +56.6% | -49.6% | +5.4% |
| 3Y | -10.0% | +125.5% | -135.5% | -12.3% |
| 5Y | -22.6% | +292.8% | -315.5% | -24.8% |
| 10Y | +29.3% | +787.1% | -757.7% | +24.6% |
| All | +29.3% | +804.7% | -775.3% | +24.6% |
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