+2,022.6%
STRL vs CP
+32.0%
+1,990.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.6% |
| 7D | +3.4% | -2.7% | +6.1% | +5.0% |
| 30D | -9.2% | +0.2% | -9.4% | -9.3% |
| 3M | -51.0% | +2.6% | -53.6% | -52.2% |
| 6M | +15.8% | +6.0% | +9.8% | +11.0% |
| YTD | +58.9% | +24.9% | +33.9% | +37.9% |
| 1Y | +68.5% | +20.1% | +48.4% | +49.6% |
| 3Y | +485.2% | +16.4% | +468.8% | +421.3% |
| All | +2,022.6% | +32.0% | +1,990.5% | +1,581.6% |
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