+3,132.0%
STRL vs CFG
+351.2%
+2,780.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.1% | -10.7% | -12.2% |
| 7D | -34.6% | -2.2% | -32.4% | -34.0% |
| 30D | -56.7% | +0.4% | -57.0% | -56.8% |
| 3M | -54.4% | -12.6% | -41.8% | -51.3% |
| 6M | -69.7% | +0.6% | -70.3% | -70.0% |
| YTD | -20.2% | +12.4% | -32.7% | -25.2% |
| 1Y | -40.6% | +27.7% | -68.2% | -47.8% |
| 3Y | +221.7% | +172.4% | +49.3% | +90.3% |
| 5Y | +799.0% | +64.0% | +735.0% | +563.5% |
| 10Y | +3,451.5% | +252.8% | +3,198.6% | +1,697.0% |
| All | +3,132.0% | +351.2% | +2,780.8% | +1,445.7% |
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