+3,877.5%
STRL vs CAH
+422.4%
+3,455.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -19.8% | +9.4% | -29.3% | -22.7% |
| 30D | -43.6% | +16.5% | -60.1% | -46.9% |
| 3M | -45.2% | +17.0% | -62.2% | -48.7% |
| 6M | -65.7% | +51.4% | -117.1% | -71.2% |
| YTD | -5.4% | +36.0% | -41.4% | -17.6% |
| 1Y | -24.7% | +36.0% | -60.7% | -34.4% |
| 3Y | +335.0% | +177.5% | +157.5% | +170.7% |
| 5Y | +915.3% | +509.2% | +406.1% | +327.3% |
| 10Y | +3,877.5% | +408.1% | +3,469.4% | +1,643.5% |
| All | +3,877.5% | +422.4% | +3,455.1% | +1,643.5% |
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