-26.9%
CLX vs STLD
+255.4%
-282.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +13.6% | -11.1% | +24.7% | +14.5% |
| 30D | +23.4% | -4.8% | +28.1% | +23.6% |
| 3M | -2.8% | -14.6% | +11.7% | -1.9% |
| 6M | +14.0% | -7.4% | +21.4% | +14.2% |
| YTD | +4.2% | +32.6% | -28.4% | +1.4% |
| 1Y | -1.2% | +47.3% | -48.5% | -4.6% |
| 3Y | -12.7% | +107.5% | -120.2% | -18.6% |
| All | -26.9% | +255.4% | -282.3% | -33.9% |
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