-22.6%
CLX vs STT
+104.1%
-126.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +9.5% | +4.8% | +4.7% | +8.9% |
| 30D | +30.7% | +3.9% | +26.8% | +30.0% |
| 3M | +4.2% | -8.2% | +12.4% | +5.3% |
| 6M | +22.1% | +15.6% | +6.5% | +19.5% |
| YTD | +14.1% | +37.6% | -23.6% | +8.9% |
| 1Y | +10.3% | +50.1% | -39.8% | +4.1% |
| 3Y | -7.8% | +183.1% | -190.9% | -20.4% |
| All | -22.6% | +104.1% | -126.8% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling