+1,972.8%
STX vs CLX
+32.0%
+1,940.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.1% |
| 7D | +14.6% | +9.5% | +5.1% | +14.2% |
| 30D | -26.0% | +30.7% | -56.7% | -26.7% |
| 3M | -42.6% | +4.2% | -46.8% | -42.6% |
| 6M | -35.3% | +22.1% | -57.4% | -36.2% |
| YTD | +92.5% | +14.1% | +78.4% | +90.2% |
| 1Y | +102.4% | +10.3% | +92.1% | +100.9% |
| 3Y | +673.8% | -7.8% | +681.6% | +682.6% |
| 5Y | +463.1% | -20.8% | +483.9% | +475.8% |
| All | +1,972.8% | +32.0% | +1,940.8% | +1,601.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling