-35.0%
STRL vs CMS
-0.8%
-34.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +2.4% |
| 7D | -26.9% | -0.5% | -26.4% | -26.9% |
| 30D | -52.7% | +7.2% | -59.8% | -50.4% |
| 3M | -52.8% | -1.3% | -51.6% | -53.1% |
| 6M | -71.5% | -4.3% | -67.2% | -72.1% |
| YTD | -17.4% | +2.1% | -19.5% | -23.7% |
| 1Y | -35.0% | -0.6% | -34.4% | -38.2% |
| All | -35.0% | -0.8% | -34.1% | -38.2% |
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