+6.8%
CI vs STRL
+484.5%
-477.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.2% |
| 7D | +1.3% | +3.4% | -2.1% | +1.4% |
| 30D | +4.4% | -9.2% | +13.7% | +4.3% |
| 3M | +0.7% | -51.0% | +51.7% | +0.1% |
| 6M | +0.3% | +15.8% | -15.4% | -0.2% |
| YTD | +3.8% | +58.9% | -55.1% | +3.3% |
| 1Y | -5.5% | +68.5% | -74.0% | -5.5% |
| All | +6.8% | +484.5% | -477.7% | +0.2% |
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