+539.9%
STRL vs CRS
+653.3%
-113.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.5% | +6.8% | +5.4% |
| 7D | +10.1% | -3.1% | +13.2% | +12.1% |
| 30D | -8.2% | -19.6% | +11.4% | +4.9% |
| 3M | -43.7% | -8.1% | -35.6% | -40.9% |
| 6M | +27.1% | +18.6% | +8.5% | +15.9% |
| YTD | +64.0% | +45.9% | +18.1% | +33.2% |
| 1Y | +75.2% | +82.5% | -7.3% | +25.3% |
| 3Y | +539.9% | +648.9% | -109.0% | +163.6% |
| All | +539.9% | +653.3% | -113.3% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling