+9,673.6%
STRL vs CMS
+860.7%
+8,812.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.4% | -13.4% | -13.8% |
| 7D | -34.6% | +1.7% | -36.3% | -34.9% |
| 30D | -56.7% | +8.6% | -65.3% | -57.4% |
| 3M | -54.4% | -0.5% | -53.9% | -54.5% |
| 6M | -69.7% | -4.2% | -65.5% | -69.7% |
| YTD | -20.2% | +3.4% | -23.7% | -21.4% |
| 1Y | -40.6% | +0.4% | -41.0% | -41.1% |
| 3Y | +221.7% | +38.2% | +183.5% | +196.2% |
| 5Y | +799.0% | +35.4% | +763.6% | +726.5% |
| 10Y | +3,451.5% | +131.7% | +3,319.8% | +2,862.8% |
| All | +9,673.6% | +860.7% | +8,812.9% | +6,132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling