+4,370.3%
COP vs STRL
+19,359.6%
-14,989.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -1.4% |
| 7D | +3.0% | +3.4% | -0.4% | +2.8% |
| 30D | +17.5% | -9.2% | +26.7% | +18.0% |
| 3M | +13.4% | -51.0% | +64.4% | +17.5% |
| 6M | +17.7% | +15.8% | +2.0% | +14.4% |
| YTD | +46.6% | +58.9% | -12.3% | +39.4% |
| 1Y | +44.6% | +68.5% | -23.9% | +36.4% |
| 3Y | +20.7% | +485.2% | -464.5% | +3.6% |
| 5Y | +185.0% | +2,005.1% | -1,820.1% | +124.8% |
| 10Y | +347.0% | +7,118.0% | -6,771.0% | +227.3% |
| All | +4,370.3% | +19,359.6% | -14,989.3% | +2,693.3% |
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 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