+915.3%
STRL vs CRS
+837.7%
+77.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +1.0% |
| 7D | -19.8% | +0.2% | -20.0% | -19.3% |
| 30D | -43.6% | -22.9% | -20.7% | -35.6% |
| 3M | -45.2% | -46.8% | +1.6% | -24.2% |
| 6M | -65.7% | -30.4% | -35.3% | -58.7% |
| YTD | -5.4% | -5.4% | -0.1% | -0.7% |
| 1Y | -24.7% | -9.0% | -15.7% | -19.3% |
| 3Y | +335.0% | +352.2% | -17.1% | +140.8% |
| 5Y | +915.3% | +852.2% | +63.0% | +321.0% |
| All | +915.3% | +837.7% | +77.6% | +321.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling