+19,359.6%
STRL vs CAG
+374.9%
+18,984.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +5.9% |
| 7D | +3.4% | -3.8% | +7.2% | +4.0% |
| 30D | -9.2% | +3.1% | -12.4% | -9.7% |
| 3M | -51.0% | +23.5% | -74.5% | -53.1% |
| 6M | +15.8% | -14.8% | +30.6% | +17.9% |
| YTD | +58.9% | -5.4% | +64.3% | +58.6% |
| 1Y | +68.5% | -11.8% | +80.3% | +69.5% |
| 3Y | +485.2% | -36.7% | +521.9% | +512.4% |
| 5Y | +2,005.1% | -40.3% | +2,045.4% | +2,108.1% |
| 10Y | +7,118.0% | -37.0% | +7,155.0% | +7,135.7% |
| All | +19,359.6% | +374.9% | +18,984.7% | +14,703.8% |
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 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