+239.2%
STRL vs CLX
-10.2%
+249.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.6% |
| 7D | -26.9% | +13.6% | -40.5% | -23.5% |
| 30D | -52.7% | +23.4% | -76.0% | -49.1% |
| 3M | -52.8% | -2.8% | -50.0% | -52.6% |
| 6M | -71.5% | +14.0% | -85.5% | -70.0% |
| YTD | -17.4% | +4.2% | -21.6% | -12.4% |
| 1Y | -35.0% | -1.2% | -33.8% | -31.2% |
| 3Y | +239.2% | -12.7% | +251.9% | +316.2% |
| All | +239.2% | -10.2% | +249.4% | +316.2% |
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