+3,269.5%
CLS vs STRL
+2,010.6%
+1,258.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | -1.7% |
| 7D | +4.6% | +3.4% | +1.2% | +3.0% |
| 30D | -13.9% | -9.2% | -4.7% | -10.3% |
| 3M | -26.6% | -51.0% | +24.5% | -2.3% |
| 6M | +15.4% | +15.8% | -0.4% | -6.6% |
| YTD | +5.7% | +58.9% | -53.2% | -28.3% |
| 1Y | +41.1% | +68.5% | -27.4% | -7.1% |
| 3Y | +1,228.6% | +485.2% | +743.4% | +408.9% |
| All | +3,269.5% | +2,010.6% | +1,258.9% | +618.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling