+1,144.9%
STX vs CLX
-35.2%
+1,180.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +6.3% |
| 7D | +10.7% | -3.5% | +14.3% | +10.4% |
| 30D | +11.3% | -11.9% | +23.1% | +10.1% |
| 3M | +3.2% | -2.6% | +5.8% | +3.0% |
| 6M | +157.0% | -18.2% | +175.1% | +158.5% |
| YTD | +229.2% | -5.9% | +235.1% | +228.7% |
| 1Y | +381.8% | -23.8% | +405.7% | +390.8% |
| 3Y | +1,383.2% | -33.6% | +1,416.8% | +1,438.6% |
| 5Y | +1,144.9% | -35.7% | +1,180.6% | +1,086.9% |
| All | +1,144.9% | -35.2% | +1,180.0% | +1,086.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling