+937.9%
STRL vs CAG
-41.0%
+978.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -2.6% |
| 7D | +15.7% | -3.3% | +19.0% | +14.2% |
| 30D | -35.5% | +7.7% | -43.1% | -32.8% |
| 3M | -47.1% | -3.2% | -44.0% | -46.6% |
| 6M | -65.8% | +7.0% | -72.7% | -63.8% |
| YTD | -4.5% | -9.0% | +4.5% | -2.2% |
| 1Y | -10.5% | -9.6% | -0.9% | -8.4% |
| 3Y | +340.6% | -36.0% | +376.6% | +322.3% |
| All | +937.9% | -41.0% | +978.9% | +899.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling