-24.4%
STRL vs CLX
+3.6%
-28.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.6% | +9.4% | +17.5% |
| 7D | -13.3% | +17.4% | -30.7% | -5.8% |
| 30D | -43.3% | +27.8% | -71.1% | -35.6% |
| 3M | -46.9% | +3.0% | -49.9% | -45.5% |
| 6M | -65.6% | +17.5% | -83.1% | -62.3% |
| YTD | -5.1% | +10.0% | -15.1% | +14.9% |
| All | -24.4% | +3.6% | -28.0% | -7.4% |
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 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