+239.2%
STRL vs CP
+26.5%
+212.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.3% |
| 7D | -26.9% | +2.8% | -29.7% | -28.4% |
| 30D | -52.7% | +10.2% | -62.9% | -55.7% |
| 3M | -52.8% | +2.4% | -55.2% | -53.9% |
| 6M | -71.5% | +7.7% | -79.1% | -73.3% |
| YTD | -17.4% | +26.0% | -43.4% | -30.0% |
| 1Y | -35.0% | +34.6% | -69.6% | -47.2% |
| 3Y | +239.2% | +26.7% | +212.5% | +176.9% |
| All | +239.2% | +26.5% | +212.7% | +176.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling