+2,104.6%
CLS vs STRL
+25,997.5%
-23,893.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -22.2% | -26.9% | +4.7% | -18.6% |
| 30D | -44.4% | -52.7% | +8.3% | -38.1% |
| 3M | -34.3% | -52.8% | +18.5% | -26.8% |
| 6M | -50.1% | -71.5% | +21.4% | -40.9% |
| YTD | -30.1% | -17.4% | -12.6% | -29.1% |
| 1Y | -39.3% | -35.0% | -4.4% | -36.4% |
| 3Y | +732.7% | +239.2% | +493.5% | +627.7% |
| 5Y | +1,777.2% | +830.2% | +947.0% | +1,374.4% |
| 10Y | +1,645.6% | +3,574.7% | -1,929.1% | +1,087.5% |
| All | +2,104.6% | +25,997.5% | -23,893.0% | +1,369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling