+1,751.5%
CLS vs STRL
+4,310.8%
-2,559.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +15.0% | -7.1% | +2.1% |
| 7D | -10.6% | -13.3% | +2.8% | -6.1% |
| 30D | -38.4% | -43.3% | +4.9% | -23.9% |
| 3M | -29.9% | -46.9% | +17.0% | -11.2% |
| 6M | -40.6% | -65.6% | +25.0% | -14.3% |
| YTD | -24.6% | -5.1% | -19.5% | -30.7% |
| 1Y | -30.8% | -23.1% | -7.7% | -30.6% |
| 3Y | +811.7% | +346.8% | +464.9% | +409.7% |
| 5Y | +1,838.4% | +907.2% | +931.3% | +722.0% |
| 10Y | +1,751.5% | +3,988.2% | -2,236.7% | +444.9% |
| All | +1,751.5% | +4,310.8% | -2,559.3% | +444.9% |
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 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