+2,133.0%
STRL vs CAH
+400.8%
+1,732.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +3.7% |
| 7D | +10.1% | +0.5% | +9.6% | +10.0% |
| 30D | -8.2% | +1.7% | -9.9% | -8.6% |
| 3M | -43.7% | +17.9% | -61.6% | -45.9% |
| 6M | +27.1% | +10.9% | +16.2% | +23.8% |
| YTD | +64.0% | +17.9% | +46.1% | +57.3% |
| 1Y | +75.2% | +61.7% | +13.5% | +53.1% |
| 3Y | +539.9% | +183.7% | +356.2% | +352.7% |
| 5Y | +2,133.0% | +401.3% | +1,731.7% | +1,120.4% |
| All | +2,133.0% | +400.8% | +1,732.2% | +1,120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling