+3,988.2%
STRL vs CLX
+26.7%
+3,961.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.6% | +9.4% | +15.3% |
| 7D | -13.3% | +17.4% | -30.7% | -12.5% |
| 30D | -43.3% | +27.8% | -71.1% | -42.5% |
| 3M | -46.9% | +3.0% | -49.9% | -46.6% |
| 6M | -65.6% | +17.5% | -83.1% | -65.3% |
| YTD | -5.1% | +10.0% | -15.1% | -3.9% |
| 1Y | -23.1% | +3.3% | -26.4% | -21.9% |
| 3Y | +346.8% | -10.1% | +357.0% | +354.2% |
| 5Y | +907.2% | -23.7% | +930.9% | +929.0% |
| 10Y | +3,988.2% | +24.9% | +3,963.3% | +3,678.9% |
| All | +3,988.2% | +26.7% | +3,961.4% | +3,678.9% |
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