+504.0%
STRL vs CMS
+36.5%
+467.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.7% |
| 7D | +3.4% | +0.4% | +3.0% | +3.5% |
| 30D | -9.2% | -3.6% | -5.6% | -10.2% |
| 3M | -51.0% | -1.9% | -49.1% | -51.6% |
| 6M | +15.8% | -11.0% | +26.7% | +13.9% |
| YTD | +58.9% | +0.2% | +58.7% | +57.4% |
| 1Y | +68.5% | -1.3% | +69.8% | +67.2% |
| All | +504.0% | +36.5% | +467.6% | +445.7% |
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 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