+3,786.6%
STRL vs CLX
+30.5%
+3,756.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | +23.4% | +8.5% | +14.9% | +23.9% |
| 30D | -39.5% | +30.0% | -69.5% | -38.6% |
| 3M | -45.1% | +3.8% | -48.9% | -44.7% |
| 6M | -64.6% | +24.6% | -89.2% | -64.2% |
| YTD | -1.5% | +12.8% | -14.3% | -0.1% |
| 1Y | -20.8% | +8.6% | -29.4% | -19.6% |
| 3Y | +353.1% | -8.6% | +361.8% | +361.4% |
| 5Y | +942.9% | -21.8% | +964.6% | +966.9% |
| All | +3,786.6% | +30.5% | +3,756.1% | +3,359.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling