+68.5%
STRL vs CHRW
+17.2%
+51.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.6% |
| 30D | -9.2% | -3.5% | -5.8% | -8.9% |
| 3M | -51.0% | -19.4% | -31.6% | -48.9% |
| 6M | +15.8% | -21.4% | +37.1% | +19.1% |
| YTD | +58.9% | -7.1% | +66.0% | +60.3% |
| 1Y | +68.5% | +17.8% | +50.7% | +70.8% |
| All | +68.5% | +17.2% | +51.3% | +70.8% |
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