+305.8%
CME vs STRL
+4,073.8%
-3,768.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.9% |
| 7D | +2.5% | +7.1% | -4.7% | +2.0% |
| 30D | +13.9% | -39.4% | +53.3% | +16.6% |
| 3M | +22.4% | -43.0% | +65.3% | +25.4% |
| 6M | +12.9% | -65.0% | +77.9% | +18.4% |
| YTD | +19.6% | -0.8% | +20.4% | +13.5% |
| 1Y | +17.7% | -20.3% | +38.0% | +13.5% |
| 3Y | +65.3% | +356.5% | -291.2% | +24.4% |
| 5Y | +75.1% | +952.8% | -877.7% | +12.1% |
| 10Y | +305.8% | +3,877.1% | -3,571.3% | +100.4% |
| All | +305.8% | +4,073.8% | -3,768.0% | +100.4% |
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 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