+19,359.6%
STRL vs CLX
+2,433.4%
+16,926.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +6.0% |
| 7D | +3.4% | -9.2% | +12.6% | +4.9% |
| 30D | -9.2% | -11.0% | +1.8% | -7.6% |
| 3M | -51.0% | +5.0% | -56.1% | -52.0% |
| 6M | +15.8% | -18.8% | +34.6% | +18.5% |
| YTD | +58.9% | -4.4% | +63.3% | +57.9% |
| 1Y | +68.5% | -21.9% | +90.4% | +73.0% |
| 3Y | +485.2% | -32.8% | +518.0% | +511.3% |
| 5Y | +2,005.1% | -34.6% | +2,039.7% | +2,080.6% |
| 10Y | +7,118.0% | -4.7% | +7,122.6% | +6,471.9% |
| All | +19,359.6% | +2,433.4% | +16,926.2% | +10,066.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling