+1,929.4%
CLS vs STRL
+4,073.8%
-2,144.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.9% | +3.6% | +6.6% |
| 7D | +2.8% | +7.1% | -4.4% | +0.2% |
| 30D | -30.1% | -39.4% | +9.3% | -15.6% |
| 3M | -21.7% | -43.0% | +21.2% | -3.4% |
| 6M | -36.2% | -65.0% | +28.8% | -8.5% |
| YTD | -17.8% | -0.8% | -17.0% | -25.8% |
| 1Y | -26.8% | -20.3% | -6.5% | -27.6% |
| 3Y | +853.4% | +356.5% | +496.9% | +427.0% |
| 5Y | +2,005.0% | +952.8% | +1,052.2% | +776.4% |
| 10Y | +1,929.4% | +3,877.1% | -1,947.7% | +485.7% |
| All | +1,929.4% | +4,073.8% | -2,144.4% | +485.7% |
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 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