+504.0%
STRL vs CF
+73.9%
+430.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.0% | +5.6% |
| 7D | +3.4% | +6.0% | -2.6% | +3.7% |
| 30D | -9.2% | +14.8% | -24.1% | -8.6% |
| 3M | -51.0% | +14.1% | -65.1% | -50.7% |
| 6M | +15.8% | +28.5% | -12.8% | +13.1% |
| YTD | +58.9% | +74.9% | -16.1% | +48.1% |
| 1Y | +68.5% | +61.7% | +6.8% | +58.8% |
| All | +504.0% | +73.9% | +430.1% | +446.1% |
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