-27.1%
CLX vs STLD
+253.8%
-280.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.6% | +8.1% | +1.1% |
| 7D | +12.4% | -12.5% | +24.9% | +13.5% |
| 30D | +21.1% | -6.8% | +27.9% | +21.6% |
| 3M | -3.3% | -16.4% | +13.1% | -2.2% |
| 6M | +18.8% | -6.1% | +24.9% | +18.9% |
| YTD | +3.9% | +32.0% | -28.1% | +1.2% |
| 1Y | -3.8% | +45.5% | -49.3% | -7.0% |
| 3Y | -10.5% | +106.5% | -117.0% | -16.6% |
| All | -27.1% | +253.8% | -280.9% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling