+2,944.0%
CLS vs STRL
+7,463.3%
-4,519.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.2% | +2.4% | +4.5% |
| 7D | +12.8% | +10.1% | +2.7% | +8.9% |
| 30D | +3.8% | -8.2% | +12.0% | +7.0% |
| 3M | -14.6% | -43.7% | +29.1% | +2.6% |
| 6M | +32.2% | +27.1% | +5.1% | +10.3% |
| YTD | +11.6% | +64.0% | -52.4% | -16.0% |
| 1Y | +35.1% | +75.2% | -40.1% | -0.4% |
| 3Y | +1,312.5% | +539.9% | +772.6% | +586.2% |
| 5Y | +3,542.1% | +2,133.0% | +1,409.1% | +1,111.2% |
| 10Y | +2,944.0% | +7,178.3% | -4,234.3% | +665.2% |
| All | +2,944.0% | +7,463.3% | -4,519.2% | +665.2% |
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