+239.2%
STRL vs CF
+57.7%
+181.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | -26.9% | -3.2% | -23.7% | -27.0% |
| 30D | -52.7% | +4.3% | -57.0% | -52.4% |
| 3M | -52.8% | +2.8% | -55.6% | -52.7% |
| 6M | -71.5% | +0.6% | -72.1% | -71.4% |
| YTD | -17.4% | +56.6% | -74.1% | -23.4% |
| 1Y | -35.0% | +49.6% | -84.6% | -39.2% |
| 3Y | +239.2% | +61.5% | +177.7% | +196.8% |
| All | +239.2% | +57.7% | +181.5% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling