-25.9%
STRL vs CHRW
-10.6%
-15.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.2% | -21.7% | -21.5% |
| 7D | -27.1% | +4.9% | -31.9% | -27.5% |
| 30D | -45.8% | -4.8% | -41.0% | -45.7% |
| 3M | -47.6% | -13.1% | -34.5% | -46.7% |
| 6M | -46.4% | -16.3% | -30.1% | -45.6% |
| YTD | -7.4% | -15.8% | +8.4% | -23.4% |
| 1Y | -25.9% | -11.1% | -14.7% | -43.2% |
| All | -25.9% | -10.6% | -15.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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