+7,282.2%
STRL vs CRL
+255.5%
+7,026.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.4% | +6.3% |
| 7D | +3.4% | -1.0% | +4.4% | +3.7% |
| 30D | -9.2% | +10.7% | -19.9% | -12.5% |
| 3M | -51.0% | +55.3% | -106.3% | -58.8% |
| 6M | +15.8% | +60.7% | -44.9% | -3.8% |
| YTD | +58.9% | +44.6% | +14.2% | +35.8% |
| 1Y | +68.5% | +77.7% | -9.2% | +32.9% |
| 3Y | +485.2% | +37.6% | +447.6% | +381.1% |
| 5Y | +2,005.1% | -35.8% | +2,040.9% | +2,138.3% |
| All | +7,282.2% | +255.5% | +7,026.7% | +3,915.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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