+123.8%
STX vs CLX
-6.5%
+130.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.7% | -13.8% | -4.6% |
| 7D | -20.2% | +14.2% | -34.4% | -13.2% |
| 30D | -37.2% | +22.7% | -59.9% | -28.4% |
| 3M | -34.1% | -2.8% | -31.3% | -34.7% |
| 6M | -24.5% | +17.7% | -42.1% | -15.8% |
| YTD | +102.9% | +3.3% | +99.6% | +141.6% |
| 1Y | +123.8% | -5.6% | +129.4% | +157.9% |
| All | +123.8% | -6.5% | +130.3% | +157.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling