+3,877.1%
STRL vs CAG
-35.6%
+3,912.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +4.9% |
| 7D | +7.1% | -1.8% | +8.9% | +7.1% |
| 30D | -39.4% | +9.7% | -49.0% | -39.4% |
| 3M | -43.0% | +0.5% | -43.4% | -42.9% |
| 6M | -65.0% | +8.9% | -73.9% | -65.1% |
| YTD | -0.8% | -8.4% | +7.6% | +0.1% |
| 1Y | -20.3% | -8.3% | -12.0% | -19.6% |
| 3Y | +356.5% | -36.1% | +392.6% | +368.8% |
| 5Y | +952.8% | -40.1% | +993.0% | +981.2% |
| 10Y | +3,877.1% | -36.9% | +3,914.0% | +3,624.2% |
| All | +3,877.1% | -35.6% | +3,912.7% | +3,624.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling