+9,802.6%
CI vs STRL
+9,673.6%
+129.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.9% | +12.6% | -0.7% |
| 7D | +1.0% | -34.6% | +35.6% | +2.5% |
| 30D | +9.9% | -56.7% | +66.5% | +13.2% |
| 3M | +12.1% | -54.4% | +66.5% | +15.1% |
| 6M | +10.6% | -69.7% | +80.3% | +14.9% |
| YTD | +11.4% | -20.2% | +31.6% | +10.2% |
| 1Y | +18.8% | -40.6% | +59.3% | +18.8% |
| 3Y | +2.9% | +221.7% | -218.8% | -5.8% |
| 5Y | +54.5% | +799.0% | -744.5% | +34.5% |
| 10Y | +175.7% | +3,451.5% | -3,275.7% | +124.3% |
| All | +9,802.6% | +9,673.6% | +129.0% | +7,743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling