+239.2%
STRL vs CHRW
+63.9%
+175.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.7% |
| 7D | -26.9% | +0.6% | -27.5% | -26.8% |
| 30D | -52.7% | -7.3% | -45.4% | -52.4% |
| 3M | -52.8% | -14.2% | -38.7% | -52.2% |
| 6M | -71.5% | -25.1% | -46.4% | -70.6% |
| YTD | -17.4% | -21.2% | +3.7% | -15.7% |
| 1Y | -35.0% | -14.2% | -20.8% | -34.0% |
| 3Y | +239.2% | +63.5% | +175.7% | +221.6% |
| All | +239.2% | +63.9% | +175.3% | +221.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling