+28.0%
CL vs STRL
-38.5%
+66.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.6% | -1.9% |
| 7D | +1.3% | -26.9% | +28.2% | -0.4% |
| 30D | +11.4% | -52.7% | +64.0% | +7.0% |
| 3M | +4.4% | -52.8% | +57.3% | +0.4% |
| 6M | +10.8% | -71.5% | +82.3% | +5.1% |
| YTD | +25.1% | -17.4% | +42.6% | +25.0% |
| 1Y | +28.0% | -35.0% | +62.9% | +25.5% |
| All | +28.0% | -38.5% | +66.5% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling