+2,125.4%
STRL vs CLX
-37.0%
+2,162.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.6% |
| 7D | +8.2% | -4.9% | +13.1% | +7.8% |
| 30D | -6.3% | -15.8% | +9.5% | -7.6% |
| 3M | -41.2% | -7.9% | -33.3% | -41.4% |
| 6M | +20.4% | -19.0% | +39.4% | +21.1% |
| YTD | +61.7% | -7.9% | +69.6% | +62.1% |
| 1Y | +72.7% | -25.4% | +98.1% | +75.4% |
| 3Y | +530.9% | -35.0% | +565.9% | +550.0% |
| 5Y | +2,125.4% | -36.8% | +2,162.2% | +2,163.9% |
| All | +2,125.4% | -37.0% | +2,162.4% | +2,163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling