+7,282.2%
STRL vs CG
+362.4%
+6,919.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.5% |
| 7D | +3.4% | -4.3% | +7.7% | +5.5% |
| 30D | -9.2% | -5.1% | -4.2% | -7.4% |
| 3M | -51.0% | +8.7% | -59.7% | -53.5% |
| 6M | +15.8% | -9.2% | +25.0% | +20.3% |
| YTD | +58.9% | -18.9% | +77.7% | +72.1% |
| 1Y | +68.5% | -25.6% | +94.2% | +90.7% |
| 3Y | +485.2% | +57.3% | +427.9% | +368.6% |
| 5Y | +2,005.1% | +10.2% | +1,994.9% | +1,770.7% |
| All | +7,282.2% | +362.4% | +6,919.8% | +3,679.9% |
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