+49.3%
CL vs STRL
+7,064.8%
-7,015.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.2% | -1.6% |
| 7D | -2.2% | +3.4% | -5.6% | -2.2% |
| 30D | -4.8% | -9.2% | +4.4% | -4.7% |
| 3M | +4.9% | -51.0% | +56.0% | +6.4% |
| 6M | -5.7% | +15.8% | -21.5% | -7.6% |
| YTD | +14.4% | +58.9% | -44.5% | +10.7% |
| 1Y | +8.7% | +68.5% | -59.8% | +4.5% |
| 3Y | +30.0% | +485.2% | -455.2% | +13.4% |
| 5Y | +28.4% | +2,005.1% | -1,976.7% | -0.5% |
| All | +49.3% | +7,064.8% | -7,015.5% | +0.7% |
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