+907.2%
STRL vs CP
+27.1%
+880.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.0% | +13.0% | +13.9% |
| 7D | -13.3% | +2.8% | -16.1% | -15.0% |
| 30D | -43.3% | +11.3% | -54.7% | -47.1% |
| 3M | -46.9% | +2.9% | -49.7% | -48.1% |
| 6M | -65.6% | +9.8% | -75.4% | -68.0% |
| YTD | -5.1% | +28.5% | -33.6% | -19.6% |
| 1Y | -23.1% | +33.5% | -56.6% | -36.3% |
| 3Y | +346.8% | +31.9% | +314.9% | +267.4% |
| 5Y | +907.2% | +25.5% | +881.7% | +723.8% |
| All | +907.2% | +27.1% | +880.1% | +723.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling