+3,877.5%
STRL vs CHRW
+126.6%
+3,750.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -19.8% | -3.4% | -16.4% | -18.7% |
| 30D | -43.6% | -9.4% | -34.2% | -41.9% |
| 3M | -45.2% | -12.6% | -32.6% | -43.3% |
| 6M | -65.7% | -24.2% | -41.6% | -63.4% |
| YTD | -5.4% | -18.9% | +13.4% | -2.7% |
| 1Y | -24.7% | -13.7% | -11.0% | -24.2% |
| 3Y | +335.0% | +72.6% | +262.5% | +207.9% |
| 5Y | +915.3% | +55.6% | +859.7% | +615.3% |
| 10Y | +3,877.5% | +122.7% | +3,754.7% | +1,936.1% |
| All | +3,877.5% | +126.6% | +3,750.9% | +1,936.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling