+19,359.6%
STRL vs CAH
+6,910.2%
+12,449.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +5.9% |
| 7D | +3.4% | +5.4% | -2.0% | +2.1% |
| 30D | -9.2% | +3.3% | -12.6% | -10.0% |
| 3M | -51.0% | +22.8% | -73.8% | -53.6% |
| 6M | +15.8% | +11.3% | +4.5% | +12.2% |
| YTD | +58.9% | +21.1% | +37.7% | +50.7% |
| 1Y | +68.5% | +67.2% | +1.3% | +47.0% |
| 3Y | +485.2% | +195.6% | +289.6% | +340.5% |
| 5Y | +2,005.1% | +413.8% | +1,591.3% | +1,280.5% |
| 10Y | +7,118.0% | +309.6% | +6,808.4% | +4,725.4% |
| All | +19,359.6% | +6,910.2% | +12,449.4% | +11,032.9% |
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