+3,541.4%
STRL vs CF
+557.2%
+2,984.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +6.2% | -20.0% | -15.6% |
| 7D | -34.6% | +0.4% | -35.0% | -34.8% |
| 30D | -56.7% | +2.2% | -58.9% | -57.1% |
| 3M | -54.4% | +2.1% | -56.5% | -55.3% |
| 6M | -69.7% | -6.5% | -63.1% | -69.9% |
| YTD | -20.2% | +55.6% | -75.8% | -35.9% |
| 1Y | -40.6% | +42.3% | -82.9% | -50.8% |
| 3Y | +221.7% | +55.7% | +165.9% | +147.3% |
| 5Y | +799.0% | +122.4% | +676.5% | +429.9% |
| All | +3,541.4% | +557.2% | +2,984.3% | +1,335.4% |
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