+4,437.3%
COP vs STRL
+10,012.8%
-5,575.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.4% |
| 7D | -11.5% | -26.9% | +15.4% | -10.1% |
| 30D | +5.0% | -52.7% | +57.6% | +9.3% |
| 3M | +17.5% | -52.8% | +70.3% | +22.1% |
| 6M | +16.2% | -71.5% | +87.7% | +23.5% |
| YTD | +48.8% | -17.4% | +66.2% | +46.3% |
| 1Y | +64.1% | -35.0% | +99.1% | +63.4% |
| 3Y | +25.7% | +239.2% | -213.6% | +10.9% |
| 5Y | +114.4% | +830.2% | -715.8% | +76.6% |
| 10Y | +331.7% | +3,574.7% | -3,243.0% | +227.3% |
| All | +4,437.3% | +10,012.8% | -5,575.5% | +2,832.1% |
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