+142.8%
CI vs STRL
+3,697.3%
-3,554.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | +1.2% | +15.7% | -14.5% | -0.1% |
| 30D | +2.6% | -35.5% | +38.0% | +5.7% |
| 3M | +7.4% | -47.1% | +54.6% | +12.2% |
| 6M | -0.1% | -65.8% | +65.7% | +7.5% |
| YTD | +9.7% | -4.5% | +14.3% | +2.4% |
| 1Y | +12.1% | -10.5% | +22.6% | +5.1% |
| 3Y | +7.0% | +340.6% | -333.6% | -26.4% |
| 5Y | +49.7% | +911.0% | -861.3% | -15.2% |
| All | +142.8% | +3,697.3% | -3,554.5% | +5.9% |
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