-25.9%
STRL vs CFG
+34.2%
-60.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.4% | -23.8% | -23.0% |
| 7D | -27.1% | +1.8% | -28.8% | -28.2% |
| 30D | -45.8% | +3.3% | -49.1% | -47.3% |
| 3M | -47.6% | -9.8% | -37.8% | -43.4% |
| 6M | -46.4% | +5.2% | -51.6% | -49.9% |
| YTD | -7.4% | +16.1% | -23.5% | -21.5% |
| 1Y | -25.9% | +33.7% | -59.5% | -45.9% |
| All | -25.9% | +34.2% | -60.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling