+11,964.0%
STRL vs CRS
+5,638.6%
+6,325.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | +23.4% | +7.4% | +16.0% | +20.6% |
| 30D | -39.5% | -21.2% | -18.3% | -34.1% |
| 3M | -45.1% | -43.3% | -1.8% | -32.7% |
| 6M | -64.6% | -29.4% | -35.2% | -59.9% |
| YTD | -1.5% | -4.7% | +3.2% | +1.4% |
| 1Y | -20.8% | -9.6% | -11.2% | -16.8% |
| 3Y | +353.1% | +355.5% | -2.3% | +174.4% |
| 5Y | +942.9% | +826.6% | +116.3% | +381.9% |
| 10Y | +3,847.6% | +846.1% | +3,001.5% | +1,568.6% |
| All | +11,964.0% | +5,638.6% | +6,325.4% | +3,886.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling