-32.0%
CLX vs STLD
+135.5%
-167.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -9.2% | +3.1% | -12.4% | -9.4% |
| 30D | -11.0% | -9.0% | -2.1% | -10.5% |
| 3M | +5.0% | -12.4% | +17.4% | +5.8% |
| 6M | -18.8% | +25.5% | -44.3% | -20.4% |
| YTD | -4.4% | +43.6% | -48.0% | -6.9% |
| 1Y | -21.9% | +87.2% | -109.0% | -25.0% |
| All | -32.0% | +135.5% | -167.5% | -36.8% |
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