+784.6%
STRL vs CFG
+61.2%
+723.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -43.3% |
| 3Y | +239.2% | +173.3% | +65.9% | +103.2% |
| All | +784.6% | +61.2% | +723.4% | +593.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling