-20.8%
STRL vs CMS
-4.6%
-16.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -1.2% |
| 7D | +23.4% | -1.3% | +24.7% | +22.2% |
| 30D | -39.5% | +5.3% | -44.8% | -37.2% |
| 3M | -45.1% | -0.3% | -44.7% | -45.0% |
| 6M | -64.6% | -4.0% | -60.5% | -65.4% |
| YTD | -1.5% | +2.1% | -3.6% | -10.4% |
| 1Y | -20.8% | -4.7% | -16.1% | -18.7% |
| All | -20.8% | -4.6% | -16.2% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling