+10,012.8%
STRL vs CAG
+372.9%
+9,639.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.7% |
| 7D | -26.9% | +5.8% | -32.7% | -27.7% |
| 30D | -52.7% | +16.4% | -69.0% | -54.0% |
| 3M | -52.8% | +3.8% | -56.7% | -53.4% |
| 6M | -71.5% | +10.8% | -82.3% | -72.4% |
| YTD | -17.4% | -5.8% | -11.6% | -18.1% |
| 1Y | -35.0% | -2.4% | -32.6% | -36.0% |
| 3Y | +239.2% | -33.4% | +272.7% | +249.4% |
| 5Y | +830.2% | -39.4% | +869.6% | +866.2% |
| 10Y | +3,574.7% | -37.5% | +3,612.2% | +3,568.9% |
| All | +10,012.8% | +372.9% | +9,639.9% | +7,550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling