+40.7%
CL vs STRL
+222.3%
-181.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.9% | +13.8% | -0.9% |
| 7D | +5.9% | -34.6% | +40.5% | +3.7% |
| 30D | +13.8% | -56.7% | +70.4% | +9.1% |
| 3M | +6.4% | -54.4% | +60.8% | +2.5% |
| 6M | +15.6% | -69.7% | +85.3% | +9.9% |
| YTD | +27.9% | -20.2% | +48.1% | +27.3% |
| 1Y | +31.4% | -40.6% | +72.0% | +29.2% |
| All | +40.7% | +222.3% | -181.7% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling