+907.2%
STRL vs CAH
+501.6%
+405.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.9% | +14.0% | +14.9% |
| 7D | -13.3% | +7.8% | -21.2% | -14.2% |
| 30D | -43.3% | +15.5% | -58.8% | -44.5% |
| 3M | -46.9% | +16.3% | -63.2% | -48.1% |
| 6M | -65.6% | +50.0% | -115.6% | -68.3% |
| YTD | -5.1% | +34.7% | -39.8% | -10.6% |
| 1Y | -23.1% | +35.9% | -59.0% | -27.7% |
| 3Y | +346.8% | +178.5% | +168.4% | +236.5% |
| 5Y | +907.2% | +515.7% | +391.5% | +412.0% |
| All | +907.2% | +501.6% | +405.5% | +412.0% |
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