+5,004.8%
STRL vs CG
+351.2%
+4,653.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.4% |
| 7D | +3.4% | -4.3% | +7.7% | +5.2% |
| 30D | -9.2% | -5.1% | -4.2% | -7.6% |
| 3M | -51.0% | +8.7% | -59.7% | -53.1% |
| 6M | +15.8% | -9.2% | +25.0% | +19.7% |
| YTD | +58.9% | -18.9% | +77.7% | +70.3% |
| 1Y | +68.5% | -25.6% | +94.2% | +87.5% |
| 3Y | +485.2% | +57.3% | +427.9% | +389.8% |
| 5Y | +2,005.1% | +10.2% | +1,994.9% | +1,818.0% |
| 10Y | +7,118.0% | +364.2% | +6,753.7% | +4,321.1% |
| All | +5,004.8% | +351.2% | +4,653.7% | +2,789.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling