+3,690.1%
STRL vs CFG
+221.6%
+3,468.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -19.8% | +0.7% | -20.5% | -20.1% |
| 30D | -43.6% | +2.8% | -46.3% | -44.4% |
| 3M | -45.2% | -10.1% | -35.1% | -42.1% |
| 6M | -65.7% | +3.2% | -68.9% | -66.6% |
| YTD | -5.4% | +14.2% | -19.6% | -12.3% |
| 1Y | -24.7% | +27.4% | -52.1% | -34.2% |
| 3Y | +335.0% | +187.6% | +147.5% | +143.4% |
| 5Y | +915.3% | +65.7% | +849.6% | +634.2% |
| All | +3,690.1% | +221.6% | +3,468.4% | +2,108.8% |
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