-69.7%
STRL vs CFG
+1.5%
-71.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.1% | -10.7% | -12.8% |
| 7D | -34.6% | -2.2% | -32.4% | -33.8% |
| 30D | -56.7% | +0.4% | -57.0% | -56.6% |
| 3M | -54.4% | -12.6% | -41.8% | -51.3% |
| 6M | -69.7% | +0.6% | -70.3% | -71.0% |
| All | -69.7% | +1.5% | -71.2% | -71.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling