-2.5%
CLX vs STT
+264.2%
-266.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.5% |
| 7D | -3.5% | +2.2% | -5.7% | -3.7% |
| 30D | -11.9% | +3.9% | -15.8% | -12.1% |
| 3M | -2.6% | +19.2% | -21.8% | -3.6% |
| 6M | -18.2% | +60.4% | -78.5% | -20.4% |
| YTD | -5.9% | +51.5% | -57.4% | -8.2% |
| 1Y | -23.8% | +76.3% | -100.1% | -26.3% |
| 3Y | -33.6% | +200.7% | -234.3% | -37.5% |
| 5Y | -35.7% | +157.5% | -193.1% | -39.8% |
| 10Y | -2.5% | +262.0% | -264.5% | -13.3% |
| All | -2.5% | +264.2% | -266.7% | -13.3% |
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