+676.4%
CLX vs STLD
+8,684.3%
-8,007.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -9.2% | +3.1% | -12.4% | -9.5% |
| 30D | -11.0% | -9.0% | -2.1% | -10.4% |
| 3M | +5.0% | -12.4% | +17.4% | +6.0% |
| 6M | -18.8% | +25.5% | -44.3% | -20.5% |
| YTD | -4.4% | +43.6% | -48.0% | -7.4% |
| 1Y | -21.9% | +87.2% | -109.0% | -26.0% |
| 3Y | -32.8% | +135.2% | -168.0% | -38.0% |
| 5Y | -34.6% | +290.9% | -325.4% | -42.8% |
| 10Y | -4.7% | +1,113.5% | -1,118.1% | -27.4% |
| All | +676.4% | +8,684.3% | -8,007.9% | +288.3% |
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