+3,988.2%
STRL vs CG
+320.1%
+3,668.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +6.6% | +8.4% | +11.9% |
| 7D | -13.3% | +3.0% | -16.4% | -14.6% |
| 30D | -43.3% | +10.1% | -53.5% | -46.1% |
| 3M | -46.9% | -10.8% | -36.0% | -44.5% |
| 6M | -65.6% | -15.2% | -50.4% | -63.5% |
| YTD | -5.1% | -26.9% | +21.8% | +7.3% |
| 1Y | -23.1% | -17.0% | -6.0% | -18.1% |
| 3Y | +346.8% | +54.6% | +292.2% | +260.9% |
| 5Y | +907.2% | -16.7% | +923.9% | +908.9% |
| 10Y | +3,988.2% | +320.1% | +3,668.1% | +2,241.0% |
| All | +3,988.2% | +320.1% | +3,668.1% | +2,241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling