+52.0%
CI vs STRL
+975.2%
-923.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.6% |
| 7D | -1.3% | +7.1% | -8.4% | -1.4% |
| 30D | +6.4% | -39.4% | +45.8% | +6.8% |
| 3M | +10.7% | -43.0% | +53.6% | +11.2% |
| 6M | +5.5% | -65.0% | +70.5% | +6.9% |
| YTD | +11.4% | -0.8% | +12.2% | +7.3% |
| 1Y | +15.0% | -20.3% | +35.3% | +11.9% |
| 3Y | +9.0% | +356.5% | -347.5% | -12.6% |
| 5Y | +52.0% | +952.8% | -900.9% | +4.4% |
| All | +52.0% | +975.2% | -923.2% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling