-26.9%
CLX vs STT
+100.0%
-127.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +13.6% | -2.5% | +16.1% | +13.9% |
| 30D | +23.4% | -5.0% | +28.3% | +24.1% |
| 3M | -2.8% | -10.5% | +7.6% | -1.5% |
| 6M | +14.0% | +10.0% | +4.0% | +12.3% |
| YTD | +4.2% | +30.7% | -26.5% | +0.2% |
| 1Y | -1.2% | +43.8% | -44.9% | -6.2% |
| 3Y | -12.7% | +168.1% | -180.8% | -24.1% |
| All | -26.9% | +100.0% | -127.0% | -39.0% |
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