+18.3%
CLX vs STT
+202.1%
-183.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +13.6% | -2.5% | +16.1% | +13.7% |
| 30D | +23.4% | -5.0% | +28.3% | +23.7% |
| 3M | -2.8% | -10.0% | +7.2% | -2.3% |
| 6M | +14.0% | +10.6% | +3.4% | +13.2% |
| YTD | +4.2% | +31.4% | -27.2% | +2.4% |
| 1Y | -1.2% | +44.5% | -45.7% | -3.3% |
| 3Y | -12.7% | +169.5% | -182.2% | -17.3% |
| 5Y | -26.5% | +102.5% | -129.0% | -30.6% |
| All | +18.3% | +202.1% | -183.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling