+60.7%
COP vs STRL
-30.1%
+90.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -21.5% | +16.3% | -6.1% |
| 7D | -8.1% | -27.1% | +18.9% | -9.4% |
| 30D | +6.7% | -45.8% | +52.4% | +3.5% |
| 3M | +16.9% | -47.6% | +64.5% | +13.5% |
| 6M | +11.2% | -46.4% | +57.6% | +10.1% |
| YTD | +49.5% | -7.4% | +56.9% | +54.0% |
| 1Y | +60.7% | -25.9% | +86.5% | +66.6% |
| All | +60.7% | -30.1% | +90.8% | +66.6% |
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