+1,019.5%
STX vs CLF
-47.7%
+1,067.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.6% | +5.9% |
| 7D | +2.4% | +7.6% | -5.2% | +0.6% |
| 30D | +1.4% | -1.2% | +2.6% | +1.5% |
| 3M | -8.2% | -13.4% | +5.2% | -6.0% |
| 6M | +127.0% | +15.4% | +111.6% | +116.1% |
| YTD | +209.1% | -5.9% | +215.0% | +204.6% |
| 1Y | +365.4% | +18.8% | +346.6% | +320.0% |
| 3Y | +1,135.4% | -19.4% | +1,154.8% | +1,046.2% |
| All | +1,019.5% | -47.7% | +1,067.2% | +1,009.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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