+68.5%
STRL vs CF
+62.4%
+6.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.0% | +4.9% |
| 7D | +3.4% | +6.0% | -2.6% | +5.0% |
| 30D | -9.2% | +14.8% | -24.1% | -5.7% |
| 3M | -51.0% | +14.1% | -65.1% | -49.0% |
| 6M | +15.8% | +28.5% | -12.8% | +19.0% |
| YTD | +58.9% | +74.9% | -16.1% | +58.5% |
| 1Y | +68.5% | +61.7% | +6.8% | +73.1% |
| All | +68.5% | +62.4% | +6.1% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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