+89.6%
CL vs STRL
+3,697.3%
-3,607.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +1.8% |
| 7D | +3.2% | +15.7% | -12.4% | +3.0% |
| 30D | +8.0% | -35.5% | +43.5% | +8.6% |
| 3M | +7.9% | -47.1% | +55.0% | +8.7% |
| 6M | +14.7% | -65.8% | +80.5% | +16.4% |
| YTD | +29.2% | -4.5% | +33.7% | +25.7% |
| 1Y | +29.5% | -10.5% | +40.0% | +26.2% |
| 3Y | +40.7% | +340.6% | -299.9% | +21.0% |
| 5Y | +43.9% | +911.0% | -867.2% | +13.4% |
| All | +89.6% | +3,697.3% | -3,607.7% | +27.7% |
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