-24.4%
STRL vs CRL
+111.4%
-135.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.7% | +10.3% | +12.7% |
| 7D | -13.3% | +4.4% | -17.7% | -14.0% |
| 30D | -43.3% | +17.1% | -60.4% | -45.8% |
| 3M | -46.9% | +32.1% | -79.0% | -51.5% |
| 6M | -65.6% | +98.9% | -164.5% | -74.4% |
| YTD | -5.1% | +77.1% | -82.2% | -30.6% |
| All | -24.4% | +111.4% | -135.8% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling