+146.7%
CI vs STRL
+7,193.7%
-7,047.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.8% |
| 7D | +1.3% | +3.4% | -2.1% | +1.0% |
| 30D | +4.4% | -9.2% | +13.7% | +5.2% |
| 3M | +0.7% | -51.0% | +51.7% | +6.7% |
| 6M | +0.3% | +15.8% | -15.4% | -5.5% |
| YTD | +3.8% | +58.9% | -55.1% | -6.5% |
| 1Y | -5.5% | +68.5% | -74.0% | -16.3% |
| 3Y | +8.1% | +485.2% | -477.1% | -25.7% |
| 5Y | +42.8% | +2,005.1% | -1,962.3% | -25.6% |
| All | +146.7% | +7,193.7% | -7,047.0% | -2.3% |
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