+504.0%
STRL vs CG
+58.1%
+445.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.8% |
| 7D | +3.4% | -4.3% | +7.7% | +6.1% |
| 30D | -9.2% | -5.1% | -4.2% | -6.9% |
| 3M | -51.0% | +8.7% | -59.7% | -54.3% |
| 6M | +15.8% | -9.2% | +25.0% | +21.4% |
| YTD | +58.9% | -18.9% | +77.7% | +75.7% |
| 1Y | +68.5% | -25.6% | +94.2% | +97.7% |
| All | +504.0% | +58.1% | +445.9% | +371.3% |
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