+9,673.6%
STRL vs CP
+9,322.9%
+350.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.7% | -13.2% | -13.6% |
| 7D | -34.6% | +6.1% | -40.7% | -36.4% |
| 30D | -56.7% | +9.8% | -66.4% | -58.5% |
| 3M | -54.4% | +2.7% | -57.2% | -55.2% |
| 6M | -69.7% | +12.8% | -82.5% | -71.4% |
| YTD | -20.2% | +28.2% | -48.4% | -28.6% |
| 1Y | -40.6% | +34.1% | -74.7% | -47.8% |
| 3Y | +221.7% | +28.9% | +192.8% | +186.7% |
| 5Y | +799.0% | +27.1% | +771.9% | +699.8% |
| 10Y | +3,451.5% | +264.8% | +3,186.7% | +2,076.1% |
| All | +9,673.6% | +9,322.9% | +350.7% | +2,767.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling