+7,282.2%
STRL vs CFG
+324.8%
+6,957.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.5% | +1.9% | +2.5% |
| 30D | -9.2% | -3.8% | -5.4% | -7.2% |
| 3M | -51.0% | +11.5% | -62.5% | -54.0% |
| 6M | +15.8% | +19.2% | -3.4% | +5.6% |
| YTD | +58.9% | +23.7% | +35.2% | +41.7% |
| 1Y | +68.5% | +38.8% | +29.7% | +41.1% |
| 3Y | +485.2% | +178.9% | +306.3% | +232.8% |
| 5Y | +2,005.1% | +101.8% | +1,903.3% | +1,273.5% |
| All | +7,282.2% | +324.8% | +6,957.4% | +3,324.0% |
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