+366.2%
STX vs CLX
-25.2%
+391.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -3.6% |
| 7D | +9.6% | -4.9% | +14.5% | +5.8% |
| 30D | +10.6% | -15.8% | +26.4% | -1.8% |
| 3M | +4.8% | -7.9% | +12.7% | +1.5% |
| 6M | +137.3% | -19.0% | +156.3% | +113.9% |
| YTD | +222.5% | -7.9% | +230.4% | +251.8% |
| 1Y | +366.2% | -25.4% | +391.6% | +306.5% |
| All | +366.2% | -25.2% | +391.4% | +306.5% |
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