+2,133.0%
STRL vs CLX
-35.2%
+2,168.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.1% |
| 7D | +10.1% | -3.5% | +13.7% | +9.8% |
| 30D | -8.2% | -11.9% | +3.7% | -9.1% |
| 3M | -43.7% | -2.6% | -41.1% | -43.8% |
| 6M | +27.1% | -18.2% | +45.3% | +28.1% |
| YTD | +64.0% | -5.9% | +69.9% | +64.7% |
| 1Y | +75.2% | -23.8% | +99.0% | +78.2% |
| 3Y | +539.9% | -33.6% | +573.5% | +560.4% |
| 5Y | +2,133.0% | -35.7% | +2,168.7% | +2,181.5% |
| All | +2,133.0% | -35.2% | +2,168.2% | +2,181.5% |
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