+2,336.0%
CLX vs STT
+7,372.9%
-5,036.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -9.2% | +0.5% | -9.7% | -9.3% |
| 30D | -11.0% | +3.9% | -14.9% | -11.5% |
| 3M | +5.0% | +20.0% | -14.9% | +2.4% |
| 6M | -18.8% | +55.3% | -74.1% | -23.7% |
| YTD | -4.4% | +53.3% | -57.7% | -10.0% |
| 1Y | -21.9% | +74.7% | -96.6% | -27.8% |
| 3Y | -32.8% | +205.8% | -238.6% | -42.8% |
| 5Y | -34.6% | +145.0% | -179.6% | -43.6% |
| 10Y | -4.7% | +266.0% | -270.7% | -26.2% |
| All | +2,336.0% | +7,372.9% | -5,036.9% | +730.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling