+2,135.7%
STRL vs CPAY
+1,724.0%
+411.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.2% |
| 7D | +23.4% | +2.0% | +21.4% | +22.5% |
| 30D | -39.5% | +14.3% | -53.8% | -43.2% |
| 3M | -45.1% | +11.3% | -56.4% | -48.1% |
| 6M | -64.6% | +34.8% | -99.4% | -69.6% |
| YTD | -1.5% | +51.5% | -53.0% | -21.6% |
| 1Y | -20.8% | +59.0% | -79.8% | -38.4% |
| 3Y | +353.1% | +97.2% | +255.9% | +215.8% |
| 5Y | +942.9% | +88.8% | +854.1% | +627.5% |
| 10Y | +3,847.6% | +217.3% | +3,630.3% | +2,111.0% |
| All | +2,135.7% | +1,724.0% | +411.7% | +432.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling