+73.4%
CL vs STRL
+3,580.1%
-3,506.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.6% | -2.2% |
| 7D | +1.3% | -26.9% | +28.2% | +1.6% |
| 30D | +11.4% | -52.7% | +64.0% | +12.3% |
| 3M | +4.4% | -52.8% | +57.3% | +5.3% |
| 6M | +10.8% | -71.5% | +82.3% | +12.6% |
| YTD | +25.1% | -17.4% | +42.6% | +22.0% |
| 1Y | +28.0% | -35.0% | +62.9% | +25.8% |
| 3Y | +37.6% | +239.2% | -201.6% | +20.0% |
| 5Y | +39.7% | +830.2% | -790.5% | +10.5% |
| All | +73.4% | +3,580.1% | -3,506.7% | +23.6% |
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