+3,455.8%
STRL vs CG
+294.2%
+3,161.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.8% |
| 7D | -26.9% | -1.2% | -25.7% | -26.8% |
| 30D | -52.7% | +5.0% | -57.7% | -54.1% |
| 3M | -52.8% | -18.2% | -34.6% | -48.8% |
| 6M | -71.5% | -20.7% | -50.8% | -68.8% |
| YTD | -17.4% | -31.4% | +14.0% | -4.1% |
| 1Y | -35.0% | -22.3% | -12.7% | -28.7% |
| 3Y | +239.2% | +50.2% | +189.1% | +177.3% |
| 5Y | +830.2% | -22.1% | +852.2% | +858.3% |
| All | +3,455.8% | +294.2% | +3,161.6% | +1,992.9% |
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