+10,012.8%
STRL vs CLX
+2,660.7%
+7,352.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | -26.9% | +13.6% | -40.5% | -28.5% |
| 30D | -52.7% | +23.4% | -76.0% | -54.3% |
| 3M | -52.8% | -2.8% | -50.0% | -52.8% |
| 6M | -71.5% | +14.0% | -85.5% | -72.5% |
| YTD | -17.4% | +4.2% | -21.6% | -19.4% |
| 1Y | -35.0% | -1.2% | -33.8% | -35.9% |
| 3Y | +239.2% | -12.7% | +251.9% | +237.0% |
| 5Y | +830.2% | -26.5% | +856.7% | +841.3% |
| 10Y | +3,574.7% | +20.2% | +3,554.5% | +3,077.4% |
| All | +10,012.8% | +2,660.7% | +7,352.1% | +5,093.9% |
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