-20.8%
STRL vs CAG
-10.4%
-10.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -2.0% |
| 7D | +23.4% | -6.2% | +29.6% | +18.3% |
| 30D | -39.5% | +7.4% | -46.9% | -35.7% |
| 3M | -45.1% | -1.6% | -43.4% | -43.9% |
| 6M | -64.6% | +6.3% | -70.9% | -61.3% |
| YTD | -1.5% | -10.1% | +8.6% | +6.2% |
| 1Y | -20.8% | -10.2% | -10.5% | -15.6% |
| All | -20.8% | -10.4% | -10.4% | -15.6% |
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 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