+346.8%
STRL vs CFG
+182.2%
+164.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.9% | +12.0% | +13.1% |
| 7D | -13.3% | +0.3% | -13.6% | -13.5% |
| 30D | -43.3% | +3.2% | -46.6% | -44.5% |
| 3M | -46.9% | -9.7% | -37.2% | -43.5% |
| 6M | -65.6% | +3.6% | -69.2% | -66.8% |
| YTD | -5.1% | +14.7% | -19.8% | -13.3% |
| 1Y | -23.1% | +29.6% | -52.6% | -34.7% |
| 3Y | +346.8% | +190.6% | +156.3% | +184.8% |
| All | +346.8% | +182.2% | +164.6% | +184.8% |
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 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