+68.5%
STRL vs CLX
-20.9%
+89.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +5.0% |
| 7D | +3.4% | -9.2% | +12.6% | -2.1% |
| 30D | -9.2% | -11.0% | +1.8% | -15.0% |
| 3M | -51.0% | +5.0% | -56.1% | -49.6% |
| 6M | +15.8% | -18.8% | +34.6% | +12.4% |
| YTD | +58.9% | -4.4% | +63.3% | +78.9% |
| 1Y | +68.5% | -21.9% | +90.4% | +53.7% |
| All | +68.5% | -20.9% | +89.4% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling