+5.6%
CDE vs STRL
-30.1%
+35.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -21.5% | +30.2% | +13.5% |
| 7D | +1.1% | -27.1% | +28.2% | +7.5% |
| 30D | -14.5% | -45.8% | +31.3% | -2.3% |
| 3M | -10.1% | -47.6% | +37.6% | +3.2% |
| 6M | -16.9% | -46.4% | +29.6% | -6.4% |
| YTD | -18.1% | -7.4% | -10.8% | -25.7% |
| 1Y | +5.6% | -25.9% | +31.5% | +3.1% |
| All | +5.6% | -30.1% | +35.7% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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