+3,667.9%
STRL vs CMS
+140.2%
+3,527.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -3.5% |
| 7D | +15.7% | +1.7% | +13.9% | +15.2% |
| 30D | -35.5% | +6.2% | -41.6% | -36.7% |
| 3M | -47.1% | +0.6% | -47.8% | -47.4% |
| 6M | -65.8% | -1.8% | -64.0% | -66.0% |
| YTD | -4.5% | +3.8% | -8.4% | -7.0% |
| 1Y | -10.5% | -1.8% | -8.7% | -11.2% |
| 3Y | +340.6% | +39.8% | +300.8% | +273.8% |
| 5Y | +911.0% | +37.1% | +873.9% | +747.6% |
| All | +3,667.9% | +140.2% | +3,527.7% | +2,532.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling