+908.5%
CCL vs STRL
+10,012.8%
-9,104.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | +2.6% | -26.9% | +29.5% | +4.7% |
| 30D | +13.1% | -52.7% | +65.8% | +19.5% |
| 3M | +3.3% | -52.8% | +56.1% | +8.9% |
| 6M | +8.7% | -71.5% | +80.2% | +18.4% |
| YTD | -1.6% | -17.4% | +15.9% | -2.6% |
| 1Y | +14.0% | -35.0% | +48.9% | +14.7% |
| 3Y | +145.1% | +239.2% | -94.1% | +114.7% |
| 5Y | +21.2% | +830.2% | -808.9% | -1.2% |
| 10Y | -29.8% | +3,574.7% | -3,604.5% | -47.4% |
| All | +908.5% | +10,012.8% | -9,104.3% | +580.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling