+3,667.9%
STRL vs CAH
+418.0%
+3,249.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.4% |
| 7D | +15.7% | +3.5% | +12.2% | +14.3% |
| 30D | -35.5% | +13.5% | -48.9% | -38.6% |
| 3M | -47.1% | +21.8% | -69.0% | -51.2% |
| 6M | -65.8% | +51.5% | -117.3% | -71.3% |
| YTD | -4.5% | +38.1% | -42.6% | -17.3% |
| 1Y | -10.5% | +37.7% | -48.2% | -22.3% |
| 3Y | +340.6% | +179.6% | +161.0% | +173.6% |
| 5Y | +911.0% | +504.9% | +406.1% | +327.6% |
| All | +3,667.9% | +418.0% | +3,249.9% | +1,532.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling