+17.7%
CME vs STRL
-20.9%
+38.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +2.5% |
| 7D | +2.5% | +7.1% | -4.7% | +3.0% |
| 30D | +13.9% | -39.4% | +53.3% | +11.4% |
| 3M | +22.4% | -43.0% | +65.3% | +19.4% |
| 6M | +12.9% | -65.0% | +77.9% | +8.6% |
| YTD | +19.6% | -0.8% | +20.4% | +18.6% |
| 1Y | +17.7% | -20.3% | +38.0% | +16.5% |
| All | +17.7% | -20.9% | +38.6% | +16.5% |
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