+227.8%
STRL vs CMS
+38.3%
+189.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.4% | -13.4% | -14.0% |
| 7D | -34.6% | +1.7% | -36.3% | -34.1% |
| 30D | -56.7% | +8.6% | -65.3% | -55.3% |
| 3M | -54.4% | -0.5% | -53.9% | -54.3% |
| 6M | -69.7% | -4.2% | -65.5% | -69.8% |
| YTD | -20.2% | +3.4% | -23.7% | -19.7% |
| 1Y | -40.6% | +0.4% | -41.0% | -40.2% |
| All | +227.8% | +38.3% | +189.5% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling