+19.6%
CME vs STRL
-30.1%
+49.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.5% | +22.8% | +0.1% |
| 7D | +4.8% | -27.1% | +31.9% | +3.2% |
| 30D | +14.2% | -45.8% | +60.0% | +10.8% |
| 3M | +17.9% | -47.6% | +65.6% | +14.4% |
| 6M | +7.2% | -46.4% | +53.7% | +4.5% |
| YTD | +16.7% | -7.4% | +24.1% | +15.9% |
| 1Y | +19.6% | -25.9% | +45.4% | +18.3% |
| All | +19.6% | -30.1% | +49.7% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling