+3,667.8%
STRL vs CFG
+242.7%
+3,425.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.0% |
| 7D | -26.9% | -0.9% | -26.0% | -26.7% |
| 30D | -52.7% | +1.1% | -53.7% | -53.1% |
| 3M | -52.8% | -12.0% | -40.8% | -49.6% |
| 6M | -71.5% | -2.2% | -69.2% | -71.4% |
| YTD | -17.4% | +11.4% | -28.8% | -22.5% |
| 1Y | -35.0% | +27.8% | -62.8% | -43.4% |
| 3Y | +239.2% | +173.3% | +65.9% | +94.2% |
| 5Y | +830.2% | +62.4% | +767.7% | +577.8% |
| All | +3,667.8% | +242.7% | +3,425.1% | +1,802.2% |
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