+227.8%
STRL vs CP
+28.7%
+199.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.7% | -13.2% | -13.5% |
| 7D | -34.6% | +6.1% | -40.7% | -37.0% |
| 30D | -56.7% | +9.8% | -66.4% | -59.2% |
| 3M | -54.4% | +2.7% | -57.2% | -55.4% |
| 6M | -69.7% | +12.8% | -82.5% | -72.4% |
| YTD | -20.2% | +28.2% | -48.4% | -32.9% |
| 1Y | -40.6% | +34.1% | -74.7% | -51.5% |
| All | +227.8% | +28.7% | +199.2% | +165.4% |
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