+3,988.2%
STRL vs CHRW
+131.6%
+3,856.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.9% | +12.1% | +14.0% |
| 7D | -13.3% | +0.2% | -13.6% | -13.2% |
| 30D | -43.3% | -9.4% | -34.0% | -41.7% |
| 3M | -46.9% | -13.3% | -33.6% | -44.9% |
| 6M | -65.6% | -24.2% | -41.4% | -63.2% |
| YTD | -5.1% | -18.9% | +13.8% | -2.3% |
| 1Y | -23.1% | -12.4% | -10.7% | -23.0% |
| 3Y | +346.8% | +72.2% | +274.6% | +216.5% |
| 5Y | +907.2% | +53.4% | +853.8% | +615.7% |
| 10Y | +3,988.2% | +127.0% | +3,861.2% | +1,963.2% |
| All | +3,988.2% | +131.6% | +3,856.6% | +1,963.2% |
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 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