+3,667.8%
STRL vs CF
+561.7%
+3,106.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -26.9% | -3.2% | -23.7% | -26.3% |
| 30D | -52.7% | +4.3% | -57.0% | -53.5% |
| 3M | -52.8% | +2.8% | -55.6% | -53.8% |
| 6M | -71.5% | +0.6% | -72.1% | -72.2% |
| YTD | -17.4% | +56.6% | -74.1% | -33.8% |
| 1Y | -35.0% | +49.6% | -84.6% | -47.1% |
| 3Y | +239.2% | +61.5% | +177.7% | +157.3% |
| 5Y | +830.2% | +124.0% | +706.2% | +447.2% |
| All | +3,667.8% | +561.7% | +3,106.1% | +1,382.4% |
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