+2,022.6%
STRL vs CF
+227.0%
+1,795.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.0% | +6.0% |
| 7D | +3.4% | +6.0% | -2.6% | +2.9% |
| 30D | -9.2% | +14.8% | -24.1% | -10.3% |
| 3M | -51.0% | +14.1% | -65.1% | -51.7% |
| 6M | +15.8% | +28.5% | -12.8% | +10.2% |
| YTD | +58.9% | +74.9% | -16.1% | +43.0% |
| 1Y | +68.5% | +61.7% | +6.8% | +53.5% |
| 3Y | +485.2% | +80.3% | +404.9% | +412.2% |
| All | +2,022.6% | +227.0% | +1,795.6% | +1,374.0% |
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 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