+23,694.8%
STRL vs CRL
+1,630.9%
+22,064.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.8% | -4.4% | +1.3% |
| 7D | -26.9% | -6.1% | -20.8% | -25.2% |
| 30D | -52.7% | +12.4% | -65.1% | -53.9% |
| 3M | -52.8% | +27.1% | -80.0% | -55.7% |
| 6M | -71.5% | +85.7% | -157.2% | -76.1% |
| YTD | -17.4% | +69.2% | -86.6% | -29.2% |
| 1Y | -35.0% | +97.5% | -132.5% | -46.5% |
| 3Y | +239.2% | +86.1% | +153.1% | +172.3% |
| 5Y | +830.2% | -10.0% | +840.2% | +774.0% |
| 10Y | +3,574.7% | +395.0% | +3,179.7% | +2,168.1% |
| All | +23,694.8% | +1,630.9% | +22,064.0% | +12,572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling