+239.2%
STRL vs CAG
-34.1%
+273.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +2.5% |
| 7D | -26.9% | +5.8% | -32.7% | -23.5% |
| 30D | -52.7% | +16.4% | -69.0% | -47.7% |
| 3M | -52.8% | +3.8% | -56.7% | -50.6% |
| 6M | -71.5% | +10.8% | -82.3% | -68.4% |
| YTD | -17.4% | -5.8% | -11.6% | -13.5% |
| 1Y | -35.0% | -2.4% | -32.6% | -30.5% |
| 3Y | +239.2% | -33.4% | +272.7% | +181.2% |
| All | +239.2% | -34.1% | +273.3% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling