+357.9%
STRL vs CHRW
+79.2%
+278.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +4.5% |
| 7D | +7.1% | -0.1% | +7.2% | +7.2% |
| 30D | -39.4% | -4.3% | -35.1% | -39.2% |
| 3M | -43.0% | -7.4% | -35.5% | -42.7% |
| 6M | -65.0% | -20.7% | -44.3% | -64.1% |
| YTD | -0.8% | -15.9% | +15.1% | +0.6% |
| 1Y | -20.3% | -9.9% | -10.4% | -19.7% |
| All | +357.9% | +79.2% | +278.7% | +324.2% |
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 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