-20.8%
STRL vs CLX
+7.9%
-28.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.2% |
| 7D | +23.4% | +8.5% | +14.9% | +27.8% |
| 30D | -39.5% | +30.0% | -69.5% | -30.7% |
| 3M | -45.1% | +3.8% | -48.9% | -43.6% |
| 6M | -64.6% | +24.6% | -89.2% | -60.8% |
| YTD | -1.5% | +12.8% | -14.3% | +20.7% |
| 1Y | -20.8% | +8.6% | -29.4% | -1.6% |
| All | -20.8% | +7.9% | -28.7% | -1.6% |
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