+9.6%
CI vs STRL
+340.9%
-331.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +2.6% | -19.8% | +22.4% | +2.0% |
| 30D | +7.3% | -43.6% | +50.9% | +5.8% |
| 3M | +9.5% | -45.2% | +54.7% | +8.0% |
| 6M | +6.4% | -65.7% | +72.2% | +4.4% |
| YTD | +12.0% | -5.4% | +17.4% | +10.7% |
| 1Y | +20.1% | -24.7% | +44.8% | +18.4% |
| 3Y | +9.6% | +335.0% | -325.5% | -2.4% |
| All | +9.6% | +340.9% | -331.3% | -2.4% |
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