+4,007.1%
CL vs STRL
+19,359.6%
-15,352.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 6M | -5.7% | +15.8% | -21.5% | -6.5% |
| YTD | +14.4% | +58.9% | -44.5% | +12.7% |
| 1Y | +8.7% | +68.5% | -59.8% | +6.8% |
| 3Y | +30.0% | +485.2% | -455.2% | +23.7% |
| 5Y | +28.4% | +2,005.1% | -1,976.7% | +18.7% |
| 10Y | +50.1% | +7,118.0% | -7,067.9% | +34.4% |
| All | +4,007.1% | +19,359.6% | -15,352.5% | +3,336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling