+907.2%
STRL vs CMS
+36.1%
+871.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.5% | +14.4% | +15.0% |
| 7D | -13.3% | -0.9% | -12.4% | -13.4% |
| 30D | -43.3% | +7.1% | -50.4% | -43.4% |
| 3M | -46.9% | -1.3% | -45.6% | -46.8% |
| 6M | -65.6% | -2.7% | -62.9% | -65.7% |
| YTD | -5.1% | +2.6% | -7.7% | -6.1% |
| 1Y | -23.1% | -2.0% | -21.1% | -23.4% |
| 3Y | +346.8% | +39.6% | +307.2% | +300.6% |
| 5Y | +907.2% | +35.3% | +871.8% | +818.8% |
| All | +907.2% | +36.1% | +871.1% | +818.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling