+3,506.3%
STRL vs CPAY
+1,565.5%
+1,940.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.1% |
| 7D | +3.4% | +2.1% | +1.3% | +2.5% |
| 30D | -9.2% | +5.5% | -14.8% | -11.5% |
| 3M | -51.0% | +16.6% | -67.6% | -54.7% |
| 6M | +15.8% | +26.7% | -10.9% | +1.9% |
| YTD | +58.9% | +38.4% | +20.5% | +32.6% |
| 1Y | +68.5% | +30.1% | +38.4% | +43.5% |
| 3Y | +485.2% | +52.6% | +432.6% | +359.5% |
| 5Y | +2,005.1% | +59.0% | +1,946.1% | +1,489.3% |
| 10Y | +7,118.0% | +148.4% | +6,969.6% | +4,378.3% |
| All | +3,506.3% | +1,565.5% | +1,940.8% | +800.0% |
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 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