+2,552.9%
STRL vs CG
+281.3%
+2,271.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.7% |
| 7D | -26.9% | -1.2% | -25.7% | -26.8% |
| 30D | -52.7% | +5.0% | -57.7% | -53.9% |
| 3M | -52.8% | -18.2% | -34.6% | -49.4% |
| 6M | -71.5% | -20.7% | -50.8% | -69.1% |
| YTD | -17.4% | -31.4% | +14.0% | -6.0% |
| 1Y | -35.0% | -22.3% | -12.7% | -29.5% |
| 3Y | +239.2% | +50.2% | +189.1% | +189.3% |
| 5Y | +830.2% | -22.1% | +852.2% | +854.4% |
| 10Y | +3,574.7% | +295.5% | +3,279.2% | +2,286.7% |
| All | +2,552.9% | +281.3% | +2,271.5% | +1,494.9% |
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 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