-10.5%
STRL vs CF
+50.1%
-60.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.0% |
| 7D | +15.7% | +4.8% | +10.9% | +17.4% |
| 30D | -35.5% | +4.7% | -40.2% | -34.2% |
| 3M | -47.1% | +7.4% | -54.6% | -45.5% |
| 6M | -65.8% | +0.6% | -66.4% | -65.1% |
| YTD | -4.5% | +64.1% | -68.6% | -2.1% |
| 1Y | -10.5% | +51.4% | -61.9% | -7.0% |
| All | -10.5% | +50.1% | -60.5% | -7.0% |
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