+3,667.9%
STRL vs CFG
+216.2%
+3,451.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | +15.7% | +3.2% | +12.5% | +13.9% |
| 30D | -35.5% | +5.1% | -40.6% | -37.3% |
| 3M | -47.1% | -11.2% | -35.9% | -43.7% |
| 6M | -65.8% | +9.6% | -75.3% | -67.7% |
| YTD | -4.5% | +15.0% | -19.5% | -11.7% |
| 1Y | -10.5% | +29.9% | -40.3% | -22.6% |
| 3Y | +340.6% | +192.1% | +148.5% | +144.5% |
| 5Y | +911.0% | +62.3% | +848.7% | +639.4% |
| All | +3,667.9% | +216.2% | +3,451.7% | +2,088.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling