+2,089.9%
CLS vs STRL
+935.0%
+1,154.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +23.5% | +23.4% | +0.1% | +12.0% |
| 30D | -28.9% | -39.5% | +10.6% | -11.2% |
| 3M | -25.2% | -45.1% | +19.9% | -2.6% |
| 6M | -32.1% | -64.6% | +32.5% | +3.5% |
| YTD | -14.1% | -1.5% | -12.6% | -28.2% |
| 1Y | -24.1% | -20.8% | -3.3% | -28.4% |
| 3Y | +897.0% | +353.1% | +543.9% | +336.2% |
| 5Y | +2,089.9% | +942.9% | +1,147.0% | +515.7% |
| All | +2,089.9% | +935.0% | +1,154.9% | +515.7% |
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 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