+54.3%
CDE vs STRL
+6,846.4%
-6,792.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.1% | -2.6% |
| 7D | -6.1% | +5.4% | -11.4% | -7.4% |
| 30D | +9.5% | -9.0% | +18.5% | +11.8% |
| 3M | +32.0% | -37.1% | +69.0% | +46.2% |
| 6M | -12.8% | +17.8% | -30.6% | -21.5% |
| YTD | +14.2% | +58.3% | -44.1% | -5.1% |
| 1Y | +36.3% | +61.0% | -24.7% | +11.6% |
| 3Y | +821.4% | +517.8% | +303.6% | +407.9% |
| 5Y | +194.3% | +2,119.0% | -1,924.8% | +15.0% |
| All | +54.3% | +6,846.4% | -6,792.2% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling