+7,654.3%
CME vs STRL
+17,641.2%
-9,986.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.7% | +23.4% | -20.7% | +0.2% |
| 30D | +13.5% | -39.5% | +53.0% | +18.9% |
| 3M | +20.9% | -45.1% | +66.0% | +27.5% |
| 6M | +11.5% | -64.6% | +76.1% | +21.8% |
| YTD | +19.5% | -1.5% | +21.0% | +11.8% |
| 1Y | +17.2% | -20.8% | +38.0% | +12.3% |
| 3Y | +65.1% | +353.1% | -288.0% | +17.8% |
| 5Y | +73.1% | +942.9% | -869.8% | +5.9% |
| 10Y | +305.3% | +3,847.6% | -3,542.4% | +88.1% |
| All | +7,654.3% | +17,641.2% | -9,986.9% | +3,750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling