+22,372.9%
STRL vs CHRW
+3,527.3%
+18,845.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.2% |
| 7D | -26.9% | +0.6% | -27.5% | -26.9% |
| 30D | -52.7% | -7.3% | -45.4% | -51.8% |
| 3M | -52.8% | -14.2% | -38.7% | -51.1% |
| 6M | -71.5% | -25.1% | -46.4% | -69.7% |
| YTD | -17.4% | -21.2% | +3.7% | -14.2% |
| 1Y | -35.0% | -14.2% | -20.8% | -34.1% |
| 3Y | +239.2% | +63.5% | +175.7% | +168.5% |
| 5Y | +830.2% | +49.6% | +780.6% | +642.8% |
| 10Y | +3,574.7% | +129.4% | +3,445.3% | +2,468.8% |
| All | +22,372.9% | +3,527.3% | +18,845.6% | +9,575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling