-40.8%
CCL vs STRL
+7,193.7%
-7,234.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -1.8% |
| 7D | -5.0% | +3.4% | -8.4% | -6.1% |
| 30D | -20.3% | -9.2% | -11.1% | -18.2% |
| 3M | -15.1% | -51.0% | +35.9% | +3.8% |
| 6M | -15.1% | +15.8% | -30.9% | -28.8% |
| YTD | -21.8% | +58.9% | -80.6% | -42.6% |
| 1Y | -24.8% | +68.5% | -93.3% | -47.9% |
| 3Y | +51.9% | +485.2% | -433.4% | -42.9% |
| 5Y | +4.0% | +2,005.1% | -2,001.1% | -78.5% |
| All | -40.8% | +7,193.7% | -7,234.5% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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