+3,988.2%
STRL vs CRL
+400.8%
+3,587.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.7% | +10.3% | +13.3% |
| 7D | -13.3% | +4.4% | -17.7% | -13.9% |
| 30D | -43.3% | +17.1% | -60.4% | -46.0% |
| 3M | -46.9% | +32.1% | -79.0% | -51.6% |
| 6M | -65.6% | +98.9% | -164.5% | -73.4% |
| YTD | -5.1% | +77.1% | -82.2% | -24.0% |
| 1Y | -23.1% | +110.3% | -133.3% | -42.0% |
| 3Y | +346.8% | +108.5% | +238.3% | +219.2% |
| 5Y | +907.2% | -7.9% | +915.0% | +847.0% |
| 10Y | +3,988.2% | +368.9% | +3,619.3% | +2,146.2% |
| All | +3,988.2% | +400.8% | +3,587.3% | +2,146.2% |
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