+8,652.1%
STX vs CLX
+345.5%
+8,306.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -28.5% | +13.6% | -42.1% | -30.8% |
| 30D | -42.9% | +23.4% | -66.3% | -46.0% |
| 3M | -45.9% | -2.8% | -43.1% | -45.8% |
| 6M | -41.3% | +14.0% | -55.3% | -44.6% |
| YTD | +67.9% | +4.2% | +63.8% | +61.0% |
| 1Y | +66.5% | -1.2% | +67.7% | +62.0% |
| 3Y | +588.0% | -12.7% | +600.7% | +580.0% |
| 5Y | +449.1% | -26.5% | +475.6% | +458.7% |
| 10Y | +1,982.8% | +20.2% | +1,962.6% | +1,441.3% |
| All | +8,652.1% | +345.5% | +8,306.6% | +2,812.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling