-24.7%
STRL vs CAH
+39.1%
-63.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.1% |
| 7D | -19.8% | +9.4% | -29.3% | -17.4% |
| 30D | -43.6% | +16.5% | -60.1% | -41.2% |
| 3M | -45.2% | +17.0% | -62.2% | -43.0% |
| 6M | -65.7% | +51.4% | -117.1% | -65.7% |
| YTD | -5.4% | +36.0% | -41.4% | -1.9% |
| 1Y | -24.7% | +36.0% | -60.7% | -22.7% |
| All | -24.7% | +39.1% | -63.8% | -22.7% |
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