+73.1%
CME vs STRL
+906.9%
-833.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.7% |
| 7D | +3.9% | +15.7% | -11.7% | +4.3% |
| 30D | +11.3% | -35.5% | +46.8% | +10.5% |
| 3M | +19.6% | -47.1% | +66.7% | +18.3% |
| 6M | +8.1% | -65.8% | +73.8% | +6.6% |
| YTD | +20.4% | -4.5% | +24.9% | +18.8% |
| 1Y | +16.5% | -10.5% | +27.0% | +15.0% |
| 3Y | +66.4% | +340.6% | -274.2% | +52.4% |
| All | +73.1% | +906.9% | -833.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling