+3,877.1%
STRL vs CP
+251.7%
+3,625.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +4.9% |
| 7D | +7.1% | -0.7% | +7.8% | +7.7% |
| 30D | -39.4% | +9.6% | -49.0% | -43.4% |
| 3M | -43.0% | +2.2% | -45.2% | -44.3% |
| 6M | -65.0% | +11.1% | -76.1% | -68.0% |
| YTD | -0.8% | +28.2% | -29.0% | -17.2% |
| 1Y | -20.3% | +32.2% | -52.5% | -34.8% |
| 3Y | +356.5% | +35.5% | +321.0% | +261.4% |
| 5Y | +952.8% | +26.8% | +926.1% | +748.5% |
| 10Y | +3,877.1% | +256.9% | +3,620.2% | +1,724.2% |
| All | +3,877.1% | +251.7% | +3,625.4% | +1,724.2% |
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