+11,964.0%
STRL vs CAH
+7,806.5%
+4,157.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +23.4% | +3.9% | +19.6% | +22.4% |
| 30D | -39.5% | +16.0% | -55.5% | -41.8% |
| 3M | -45.1% | +19.1% | -64.1% | -47.5% |
| 6M | -64.6% | +53.0% | -117.6% | -68.3% |
| YTD | -1.5% | +36.6% | -38.1% | -9.6% |
| 1Y | -20.8% | +37.4% | -58.2% | -27.4% |
| 3Y | +353.1% | +178.8% | +174.3% | +245.2% |
| 5Y | +942.9% | +498.6% | +444.3% | +556.9% |
| 10Y | +3,847.6% | +413.1% | +3,434.5% | +2,409.3% |
| All | +11,964.0% | +7,806.5% | +4,157.5% | +6,579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling