+340.6%
STRL vs CG
+46.4%
+294.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.7% |
| 7D | +15.7% | +0.2% | +15.5% | +15.7% |
| 30D | -35.5% | +11.2% | -46.6% | -40.0% |
| 3M | -47.1% | -22.1% | -25.1% | -39.3% |
| 6M | -65.8% | -17.9% | -47.8% | -62.4% |
| YTD | -4.5% | -31.3% | +26.8% | +15.7% |
| 1Y | -10.5% | -24.0% | +13.5% | +1.2% |
| 3Y | +340.6% | +45.0% | +295.6% | +311.2% |
| All | +340.6% | +46.4% | +294.2% | +311.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling