+3,667.9%
STRL vs CPAY
+219.9%
+3,448.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -3.6% |
| 7D | +15.7% | +1.6% | +14.1% | +15.0% |
| 30D | -35.5% | +17.6% | -53.1% | -40.3% |
| 3M | -47.1% | +8.7% | -55.8% | -49.5% |
| 6M | -65.8% | +39.5% | -105.3% | -71.2% |
| YTD | -4.5% | +53.6% | -58.1% | -25.1% |
| 1Y | -10.5% | +63.3% | -73.7% | -32.1% |
| 3Y | +340.6% | +101.7% | +238.9% | +197.8% |
| 5Y | +911.0% | +91.4% | +819.7% | +586.1% |
| All | +3,667.9% | +219.9% | +3,448.1% | +2,355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling