-29.6%
CLS vs STRL
-30.1%
+0.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -21.5% | +12.4% | -0.8% |
| 7D | -21.1% | -27.1% | +5.9% | -11.4% |
| 30D | -38.2% | -45.8% | +7.6% | -22.5% |
| 3M | -36.3% | -47.6% | +11.3% | -19.1% |
| 6M | -43.8% | -46.4% | +2.6% | -34.5% |
| YTD | -20.0% | -7.4% | -12.7% | -41.2% |
| 1Y | -29.6% | -25.9% | -3.7% | -34.4% |
| All | -29.6% | -30.1% | +0.5% | -34.4% |
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