-25.9%
STRL vs CP
+35.2%
-61.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.5% | -24.9% | -22.1% |
| 7D | -27.1% | +5.6% | -32.6% | -28.2% |
| 30D | -45.8% | +10.0% | -55.8% | -47.7% |
| 3M | -47.6% | +4.4% | -52.0% | -48.2% |
| 6M | -46.4% | +14.1% | -60.5% | -50.7% |
| YTD | -7.4% | +29.1% | -36.4% | -17.2% |
| 1Y | -25.9% | +34.6% | -60.4% | -35.6% |
| All | -25.9% | +35.2% | -61.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling