+942.9%
STRL vs CPAY
+90.1%
+852.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.3% |
| 7D | +23.4% | +2.0% | +21.4% | +22.7% |
| 30D | -39.5% | +14.3% | -53.8% | -42.7% |
| 3M | -45.1% | +11.3% | -56.4% | -47.6% |
| 6M | -64.6% | +34.8% | -99.4% | -69.2% |
| YTD | -1.5% | +51.5% | -53.0% | -21.1% |
| 1Y | -20.8% | +59.0% | -79.8% | -38.3% |
| 3Y | +353.1% | +97.2% | +255.9% | +210.2% |
| 5Y | +942.9% | +88.8% | +854.1% | +612.0% |
| All | +942.9% | +90.1% | +852.8% | +612.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling