+299.5%
CME vs STRL
+4,310.8%
-4,011.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +15.0% | -15.4% | -1.2% |
| 7D | -0.6% | -13.3% | +12.8% | -0.1% |
| 30D | +8.5% | -43.3% | +51.9% | +11.5% |
| 3M | +16.0% | -46.9% | +62.9% | +19.4% |
| 6M | +9.3% | -65.6% | +74.9% | +14.7% |
| YTD | +15.3% | -5.1% | +20.4% | +9.7% |
| 1Y | +14.4% | -23.1% | +37.5% | +10.5% |
| 3Y | +59.9% | +346.8% | -286.9% | +20.3% |
| 5Y | +69.4% | +907.2% | -837.7% | +8.8% |
| 10Y | +299.5% | +3,988.2% | -3,688.7% | +98.8% |
| All | +299.5% | +4,310.8% | -4,011.3% | +98.8% |
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