-7.8%
CLX vs STLD
+119.8%
-127.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.3% |
| 7D | +9.5% | +2.9% | +6.6% | +9.3% |
| 30D | +30.7% | -5.6% | +36.2% | +30.9% |
| 3M | +4.2% | -11.7% | +16.0% | +4.8% |
| 6M | +22.1% | -2.8% | +24.9% | +21.8% |
| YTD | +14.1% | +36.4% | -22.4% | +11.4% |
| 1Y | +10.3% | +50.0% | -39.7% | +7.3% |
| 3Y | -7.8% | +122.3% | -130.1% | -12.0% |
| All | -7.8% | +119.8% | -127.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling