+51.6%
CDE vs STRL
+3,697.3%
-3,645.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.4% |
| 7D | -9.6% | +15.7% | -25.3% | -13.1% |
| 30D | -6.7% | -35.5% | +28.8% | +2.9% |
| 3M | -24.2% | -47.1% | +22.9% | -12.4% |
| 6M | -29.1% | -65.8% | +36.7% | -9.5% |
| YTD | -21.5% | -4.5% | -17.0% | -27.4% |
| 1Y | -7.4% | -10.5% | +3.1% | -13.1% |
| 3Y | +596.3% | +340.6% | +255.7% | +305.5% |
| 5Y | +95.7% | +911.0% | -815.3% | -12.2% |
| All | +51.6% | +3,697.3% | -3,645.6% | -57.2% |
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