+6.7%
CLX vs STLD
+56.5%
-49.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.7% | +0.7% |
| 7D | +13.6% | -4.7% | +18.3% | +14.0% |
| 30D | +29.1% | -0.9% | +30.0% | +28.8% |
| 3M | +1.6% | -11.9% | +13.5% | +2.8% |
| 6M | +18.7% | +0.9% | +17.8% | +16.9% |
| YTD | +11.1% | +40.4% | -29.3% | +3.0% |
| All | +6.7% | +56.5% | -49.8% | -4.9% |
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