+68.5%
STRL vs CAH
+65.8%
+2.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +5.7% |
| 7D | +3.4% | +5.4% | -2.0% | +4.2% |
| 30D | -9.2% | +3.3% | -12.6% | -8.8% |
| 3M | -51.0% | +22.8% | -73.8% | -50.0% |
| 6M | +15.8% | +11.3% | +4.5% | +18.7% |
| YTD | +58.9% | +21.1% | +37.7% | +64.3% |
| 1Y | +68.5% | +67.2% | +1.3% | +82.1% |
| All | +68.5% | +65.8% | +2.7% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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