-71.5%
STRL vs CMS
-5.9%
-65.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +0.1% |
| 7D | -26.9% | -1.3% | -25.6% | -27.9% |
| 30D | -52.7% | +6.3% | -59.0% | -48.0% |
| 3M | -52.8% | -2.1% | -50.8% | -55.2% |
| 6M | -71.5% | -5.1% | -66.4% | -73.4% |
| All | -71.5% | -5.9% | -65.6% | -73.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling