+17.1%
CME vs STRL
-38.5%
+55.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.2% |
| 7D | +0.9% | -26.9% | +27.8% | -0.7% |
| 30D | +13.2% | -52.7% | +65.8% | +9.1% |
| 3M | +16.3% | -52.8% | +69.1% | +12.2% |
| 6M | +7.1% | -71.5% | +78.6% | +1.8% |
| YTD | +15.8% | -17.4% | +33.3% | +14.0% |
| 1Y | +17.1% | -35.0% | +52.0% | +15.0% |
| All | +17.1% | -38.5% | +55.6% | +15.0% |
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