+2,022.6%
STRL vs CHRW
+83.1%
+1,939.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | -9.2% | -3.5% | -5.8% | -8.7% |
| 3M | -51.0% | -19.4% | -31.6% | -49.2% |
| 6M | +15.8% | -21.4% | +37.1% | +20.2% |
| YTD | +58.9% | -7.1% | +66.0% | +59.1% |
| 1Y | +68.5% | +17.8% | +50.7% | +61.1% |
| 3Y | +485.2% | +78.8% | +406.4% | +402.8% |
| All | +2,022.6% | +83.1% | +1,939.5% | +1,697.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling