+6,335.1%
STRL vs CFG
+396.4%
+5,938.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.5% | +1.9% | +2.6% |
| 30D | -9.2% | -3.8% | -5.4% | -7.3% |
| 3M | -51.0% | +11.5% | -62.5% | -53.9% |
| 6M | +15.8% | +19.2% | -3.4% | +6.0% |
| YTD | +58.9% | +23.7% | +35.2% | +42.4% |
| 1Y | +68.5% | +38.8% | +29.7% | +42.2% |
| 3Y | +485.2% | +178.9% | +306.3% | +241.8% |
| 5Y | +2,005.1% | +101.8% | +1,903.3% | +1,302.6% |
| 10Y | +7,118.0% | +317.3% | +6,800.7% | +3,310.8% |
| All | +6,335.1% | +396.4% | +5,938.7% | +2,842.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling