+743.9%
CLX vs STLD
+7,971.8%
-7,227.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.6% | +8.1% | +1.1% |
| 7D | +12.4% | -12.5% | +24.9% | +13.6% |
| 30D | +21.1% | -6.8% | +27.9% | +21.7% |
| 3M | -3.3% | -16.4% | +13.1% | -2.1% |
| 6M | +18.8% | -6.1% | +24.9% | +19.0% |
| YTD | +3.9% | +32.0% | -28.1% | +1.2% |
| 1Y | -3.8% | +45.5% | -49.3% | -7.1% |
| 3Y | -10.5% | +106.5% | -117.0% | -16.7% |
| 5Y | -26.7% | +267.2% | -293.8% | -35.6% |
| 10Y | +19.9% | +878.9% | -859.0% | -7.0% |
| All | +743.9% | +7,971.8% | -7,227.9% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling