+7,161.0%
STRL vs CP
+220.9%
+6,940.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.5% |
| 7D | +3.4% | -2.7% | +6.1% | +5.2% |
| 30D | -9.2% | +0.2% | -9.4% | -9.4% |
| 3M | -51.0% | +2.6% | -53.6% | -52.3% |
| 6M | +15.8% | +6.0% | +9.8% | +10.8% |
| YTD | +58.9% | +24.9% | +33.9% | +36.0% |
| 1Y | +68.5% | +20.1% | +48.4% | +47.7% |
| 3Y | +485.2% | +16.4% | +468.8% | +416.6% |
| 5Y | +2,005.1% | +31.7% | +1,973.4% | +1,563.0% |
| All | +7,161.0% | +220.9% | +6,940.2% | +3,339.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling