+915.3%
STRL vs CF
+116.3%
+799.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.5% |
| 7D | -19.8% | +4.8% | -24.6% | -19.9% |
| 30D | -43.6% | +9.7% | -53.3% | -43.8% |
| 3M | -45.2% | +1.2% | -46.5% | -45.3% |
| 6M | -65.7% | +7.4% | -73.1% | -66.1% |
| YTD | -5.4% | +60.5% | -66.0% | -13.9% |
| 1Y | -24.7% | +50.7% | -75.4% | -30.8% |
| 3Y | +335.0% | +64.8% | +270.2% | +286.5% |
| 5Y | +915.3% | +115.8% | +799.5% | +702.9% |
| All | +915.3% | +116.3% | +799.0% | +702.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling