+1,590.5%
STRL vs CF
+4,965.4%
-3,375.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.4% | -17.1% | -20.2% |
| 7D | -27.1% | -6.9% | -20.2% | -25.5% |
| 30D | -45.8% | -3.7% | -42.1% | -45.3% |
| 3M | -47.6% | -5.0% | -42.7% | -47.3% |
| 6M | -46.4% | -10.5% | -36.0% | -45.8% |
| YTD | -7.4% | +46.5% | -53.9% | -21.6% |
| 1Y | -25.9% | +34.8% | -60.7% | -35.7% |
| 3Y | +273.4% | +46.7% | +226.7% | +206.1% |
| 5Y | +944.4% | +112.0% | +832.4% | +616.9% |
| 10Y | +4,023.0% | +529.7% | +3,493.3% | +1,860.5% |
| All | +1,590.5% | +4,965.4% | -3,375.0% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling