+68.5%
STRL vs CRS
+102.1%
-33.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +4.6% |
| 7D | +3.4% | -0.2% | +3.6% | +3.6% |
| 30D | -9.2% | -16.6% | +7.4% | +3.1% |
| 3M | -51.0% | -3.5% | -47.6% | -49.7% |
| 6M | +15.8% | +15.4% | +0.3% | +5.4% |
| YTD | +58.9% | +51.2% | +7.7% | +26.6% |
| 1Y | +68.5% | +98.3% | -29.8% | +25.6% |
| All | +68.5% | +102.1% | -33.5% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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