+3,877.5%
STRL vs CRS
+849.0%
+3,028.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.9% |
| 7D | -19.8% | +0.2% | -20.0% | -19.3% |
| 30D | -43.6% | -22.9% | -20.7% | -36.1% |
| 3M | -45.2% | -46.8% | +1.6% | -25.8% |
| 6M | -65.7% | -30.4% | -35.3% | -59.3% |
| YTD | -5.4% | -5.4% | -0.1% | -1.7% |
| 1Y | -24.7% | -9.0% | -15.7% | -20.1% |
| 3Y | +335.0% | +352.2% | -17.1% | +121.8% |
| 5Y | +915.3% | +852.2% | +63.0% | +249.7% |
| 10Y | +3,877.5% | +862.6% | +3,014.9% | +1,155.6% |
| All | +3,877.5% | +849.0% | +3,028.5% | +1,155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling