+239.2%
STRL vs CMS
+35.4%
+203.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +2.6% |
| 7D | -26.9% | -1.3% | -25.6% | -27.1% |
| 30D | -52.7% | +6.3% | -59.0% | -51.6% |
| 3M | -52.8% | -2.1% | -50.8% | -53.0% |
| 6M | -71.5% | -5.1% | -66.4% | -71.8% |
| YTD | -17.4% | +1.3% | -18.7% | -17.6% |
| 1Y | -35.0% | -1.4% | -33.6% | -35.1% |
| 3Y | +239.2% | +36.9% | +202.3% | +209.5% |
| All | +239.2% | +35.4% | +203.8% | +209.5% |
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