+325.1%
COP vs STRL
+7,463.3%
-7,138.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | 0.0% |
| 7D | -0.8% | +10.1% | -11.0% | -2.5% |
| 30D | +15.6% | -8.2% | +23.8% | +16.9% |
| 3M | +14.3% | -43.7% | +58.0% | +23.8% |
| 6M | +17.0% | +27.1% | -10.1% | +2.9% |
| YTD | +47.4% | +64.0% | -16.6% | +21.5% |
| 1Y | +52.4% | +75.2% | -22.8% | +20.7% |
| 3Y | +20.8% | +539.9% | -519.1% | -38.1% |
| 5Y | +191.7% | +2,133.0% | -1,941.3% | -4.1% |
| 10Y | +325.1% | +7,178.3% | -6,853.2% | -5.9% |
| All | +325.1% | +7,463.3% | -7,138.2% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling