+7,161.0%
STRL vs CF
+569.3%
+6,591.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.0% | +6.7% |
| 7D | +3.4% | +6.0% | -2.6% | +1.5% |
| 30D | -9.2% | +14.8% | -24.1% | -13.3% |
| 3M | -51.0% | +14.1% | -65.1% | -53.5% |
| 6M | +15.8% | +28.5% | -12.8% | +1.9% |
| YTD | +58.9% | +74.9% | -16.1% | +24.6% |
| 1Y | +68.5% | +61.7% | +6.8% | +35.2% |
| 3Y | +485.2% | +80.3% | +404.9% | +332.9% |
| 5Y | +2,005.1% | +226.0% | +1,779.1% | +973.1% |
| All | +7,161.0% | +569.3% | +6,591.7% | +2,946.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling