+84.1%
CL vs STRL
+4,073.8%
-3,989.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.1% |
| 7D | -0.8% | +7.1% | -7.9% | -0.9% |
| 30D | +9.5% | -39.4% | +48.9% | +10.2% |
| 3M | +6.8% | -43.0% | +49.7% | +7.5% |
| 6M | +14.3% | -65.0% | +79.3% | +15.9% |
| YTD | +27.0% | -0.8% | +27.8% | +23.5% |
| 1Y | +26.3% | -20.3% | +46.6% | +23.7% |
| 3Y | +39.3% | +356.5% | -317.2% | +19.8% |
| 5Y | +41.5% | +952.8% | -911.3% | +11.6% |
| 10Y | +84.1% | +3,877.1% | -3,793.0% | +24.1% |
| All | +84.1% | +4,073.8% | -3,989.7% | +24.1% |
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