-66.5%
STRL vs CLX
+17.7%
-84.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.6% | +9.4% | +19.7% |
| 7D | -13.3% | +17.4% | -30.7% | +1.4% |
| 30D | -43.3% | +27.8% | -71.1% | -27.3% |
| 3M | -46.9% | +3.0% | -49.9% | -47.3% |
| All | -66.5% | +17.7% | -84.3% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling