+68.5%
STRL vs CAG
-13.1%
+81.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +5.3% |
| 7D | +3.4% | -3.8% | +7.2% | +1.3% |
| 30D | -9.2% | +3.1% | -12.4% | -7.6% |
| 3M | -51.0% | +23.5% | -74.5% | -45.1% |
| 6M | +15.8% | -14.8% | +30.6% | +15.0% |
| YTD | +58.9% | -5.4% | +64.3% | +68.5% |
| 1Y | +68.5% | -11.8% | +80.3% | +70.5% |
| All | +68.5% | -13.1% | +81.6% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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