+2,799.2%
STRL vs CF
+5,948.3%
-3,149.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.0% | +6.7% |
| 7D | +3.4% | +6.0% | -2.6% | +1.5% |
| 30D | -9.2% | +14.8% | -24.1% | -13.2% |
| 3M | -51.0% | +14.1% | -65.1% | -53.4% |
| 6M | +15.8% | +28.5% | -12.8% | +3.1% |
| YTD | +58.9% | +74.9% | -16.1% | +28.3% |
| 1Y | +68.5% | +61.7% | +6.8% | +38.7% |
| 3Y | +485.2% | +80.3% | +404.9% | +351.9% |
| 5Y | +2,005.1% | +226.0% | +1,779.1% | +1,165.0% |
| 10Y | +7,118.0% | +569.9% | +6,548.1% | +3,264.4% |
| All | +2,799.2% | +5,948.3% | -3,149.1% | +420.7% |
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