+43,143.6%
STRL vs CHRW
+4,173.0%
+38,970.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.4% |
| 7D | +3.4% | -1.4% | +4.8% | +3.9% |
| 30D | -9.2% | -3.5% | -5.8% | -8.4% |
| 3M | -51.0% | -19.4% | -31.6% | -48.4% |
| 6M | +15.8% | -21.4% | +37.1% | +22.6% |
| YTD | +58.9% | -7.1% | +66.0% | +58.6% |
| 1Y | +68.5% | +17.8% | +50.7% | +54.9% |
| 3Y | +485.2% | +78.8% | +406.4% | +355.8% |
| 5Y | +2,005.1% | +83.5% | +1,921.6% | +1,492.3% |
| 10Y | +7,118.0% | +160.2% | +6,957.7% | +4,799.8% |
| All | +43,143.6% | +4,173.0% | +38,970.6% | +17,785.3% |
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