+12,054.0%
STRL vs CRS
+5,740.4%
+6,313.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.0% |
| 7D | +7.1% | +4.4% | +2.7% | +6.0% |
| 30D | -39.4% | -19.1% | -20.2% | -34.6% |
| 3M | -43.0% | -43.2% | +0.3% | -30.2% |
| 6M | -65.0% | -28.9% | -36.1% | -60.5% |
| YTD | -0.8% | -3.0% | +2.2% | +1.5% |
| 1Y | -20.3% | -5.3% | -15.0% | -17.6% |
| 3Y | +356.5% | +363.5% | -7.0% | +174.7% |
| 5Y | +952.8% | +858.2% | +94.7% | +380.9% |
| 10Y | +3,877.1% | +862.9% | +3,014.2% | +1,570.5% |
| All | +12,054.0% | +5,740.4% | +6,313.6% | +3,891.2% |
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