-20.3%
STRL vs CAG
-7.3%
-13.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +3.3% |
| 7D | +7.1% | -1.8% | +8.9% | +6.2% |
| 30D | -39.4% | +9.7% | -49.0% | -34.7% |
| 3M | -43.0% | +0.5% | -43.4% | -41.0% |
| 6M | -65.0% | +8.9% | -73.9% | -61.3% |
| YTD | -0.8% | -8.4% | +7.6% | +8.4% |
| 1Y | -20.3% | -8.3% | -12.0% | -13.8% |
| All | -20.3% | -7.3% | -13.0% | -13.8% |
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