+7,178.3%
STRL vs CAG
-36.5%
+7,214.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.7% | +3.3% |
| 7D | +10.1% | -5.3% | +15.4% | +10.2% |
| 30D | -8.2% | +1.0% | -9.2% | -8.2% |
| 3M | -43.7% | +17.4% | -61.1% | -44.1% |
| 6M | +27.1% | -16.8% | +43.9% | +29.1% |
| YTD | +64.0% | -6.8% | +70.8% | +65.0% |
| 1Y | +75.2% | -15.4% | +90.5% | +77.5% |
| 3Y | +539.9% | -37.1% | +577.0% | +558.9% |
| 5Y | +2,133.0% | -41.3% | +2,174.2% | +2,206.8% |
| 10Y | +7,178.3% | -35.5% | +7,213.7% | +7,057.6% |
| All | +7,178.3% | -36.5% | +7,214.8% | +7,057.6% |
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