+75.2%
STRL vs CG
-26.2%
+101.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +4.3% |
| 7D | +10.1% | -1.3% | +11.4% | +10.7% |
| 30D | -8.2% | -3.2% | -5.0% | -7.3% |
| 3M | -43.7% | +6.2% | -49.9% | -46.7% |
| 6M | +27.1% | -4.7% | +31.8% | +29.9% |
| YTD | +64.0% | -20.6% | +84.6% | +79.5% |
| 1Y | +75.2% | -26.4% | +101.5% | +109.5% |
| All | +75.2% | -26.2% | +101.4% | +109.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling