-22.6%
CLX vs STLD
+289.0%
-311.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.0% |
| 3M | +1.6% | -11.9% | +13.5% | +2.4% |
| 6M | +18.7% | +0.9% | +17.8% | +18.2% |
| YTD | +11.1% | +40.4% | -29.3% | +7.7% |
| 1Y | +7.0% | +56.6% | -49.6% | +2.9% |
| 3Y | -10.0% | +125.5% | -135.5% | -16.7% |
| 5Y | -22.6% | +292.8% | -315.5% | -30.5% |
| All | -22.6% | +289.0% | -311.6% | -30.5% |
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