+340.6%
STRL vs CLX
-6.4%
+347.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -2.7% |
| 7D | +15.7% | +9.5% | +6.1% | +18.4% |
| 30D | -35.5% | +30.7% | -66.2% | -30.0% |
| 3M | -47.1% | +4.2% | -51.4% | -45.9% |
| 6M | -65.8% | +22.1% | -87.9% | -63.4% |
| YTD | -4.5% | +14.1% | -18.6% | +3.4% |
| 1Y | -10.5% | +10.3% | -20.8% | -3.0% |
| 3Y | +340.6% | -7.8% | +348.4% | +361.3% |
| All | +340.6% | -6.4% | +347.0% | +361.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling