+354.5%
STRL vs CPAY
+98.3%
+256.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.5% |
| 7D | +23.4% | +2.0% | +21.4% | +22.9% |
| 30D | -39.5% | +14.3% | -53.8% | -41.7% |
| 3M | -45.1% | +11.3% | -56.4% | -46.8% |
| 6M | -64.6% | +34.8% | -99.4% | -68.1% |
| YTD | -1.5% | +51.5% | -53.0% | -17.7% |
| 1Y | -20.8% | +59.0% | -79.8% | -35.6% |
| All | +354.5% | +98.3% | +256.2% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling