+145.1%
CCL vs STRL
+233.5%
-88.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.7% |
| 7D | +2.6% | -26.9% | +29.5% | +7.6% |
| 30D | +13.1% | -52.7% | +65.8% | +29.5% |
| 3M | +3.3% | -52.8% | +56.1% | +17.8% |
| 6M | +8.7% | -71.5% | +80.2% | +35.1% |
| YTD | -1.6% | -17.4% | +15.9% | -11.5% |
| 1Y | +14.0% | -35.0% | +48.9% | +8.9% |
| 3Y | +145.1% | +239.2% | -94.1% | +34.2% |
| All | +145.1% | +233.5% | -88.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling