+328.9%
CME vs STRL
+3,580.1%
-3,251.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | +0.9% | -26.9% | +27.8% | +2.3% |
| 30D | +13.2% | -52.7% | +65.8% | +17.5% |
| 3M | +16.3% | -52.8% | +69.1% | +20.5% |
| 6M | +7.1% | -71.5% | +78.6% | +13.7% |
| YTD | +15.8% | -17.4% | +33.3% | +11.0% |
| 1Y | +17.1% | -35.0% | +52.0% | +14.2% |
| 3Y | +63.2% | +239.2% | -176.1% | +25.2% |
| 5Y | +70.2% | +830.2% | -760.0% | +8.3% |
| All | +328.9% | +3,580.1% | -3,251.2% | +94.7% |
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 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