+504.0%
STRL vs CFG
+180.9%
+323.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.5% | +1.9% | +2.4% |
| 30D | -9.2% | -3.8% | -5.4% | -6.9% |
| 3M | -51.0% | +11.5% | -62.5% | -54.5% |
| 6M | +15.8% | +19.2% | -3.4% | +4.1% |
| YTD | +58.9% | +23.7% | +35.2% | +39.4% |
| 1Y | +68.5% | +38.8% | +29.7% | +38.0% |
| All | +504.0% | +180.9% | +323.2% | +262.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling