-12.9%
CLX vs STLD
+104.7%
-117.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.6% | +8.1% | +0.9% |
| 7D | +12.4% | -12.5% | +24.9% | +13.2% |
| 30D | +21.1% | -6.8% | +27.9% | +21.4% |
| 3M | -3.3% | -16.4% | +13.1% | -2.5% |
| 6M | +18.8% | -6.1% | +24.9% | +18.7% |
| YTD | +3.9% | +32.0% | -28.1% | +1.7% |
| 1Y | -3.8% | +45.5% | -49.3% | -6.2% |
| All | -12.9% | +104.7% | -117.6% | -16.0% |
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