+3,786.6%
STRL vs CG
+274.5%
+3,512.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.5% | +1.3% |
| 7D | +23.4% | -1.5% | +24.9% | +24.5% |
| 30D | -39.5% | +5.7% | -45.2% | -41.4% |
| 3M | -45.1% | -17.9% | -27.2% | -40.4% |
| 6M | -64.6% | -20.2% | -44.4% | -61.3% |
| YTD | -1.5% | -32.0% | +30.5% | +15.1% |
| 1Y | -20.8% | -27.0% | +6.2% | -10.3% |
| 3Y | +353.1% | +42.8% | +310.4% | +279.8% |
| 5Y | +942.9% | -23.4% | +966.3% | +985.5% |
| All | +3,786.6% | +274.5% | +3,512.0% | +2,263.8% |
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