+72.7%
STRL vs CRS
+83.0%
-10.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.2% | -0.5% | +8.8% | +8.5% |
| 30D | -6.3% | -18.1% | +11.8% | +7.7% |
| 3M | -41.2% | -12.4% | -28.8% | -35.3% |
| 6M | +20.4% | +15.9% | +4.4% | +9.7% |
| YTD | +61.7% | +45.8% | +15.9% | +31.4% |
| 1Y | +72.7% | +87.8% | -15.0% | +31.5% |
| All | +72.7% | +83.0% | -10.3% | +31.5% |
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