+202.9%
CDE vs STRL
+2,102.6%
-1,899.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | -2.0% | +8.2% | -10.2% | -4.3% |
| 30D | +15.7% | -6.3% | +22.0% | +17.5% |
| 3M | +30.5% | -41.2% | +71.7% | +49.5% |
| 6M | -7.4% | +20.4% | -27.7% | -19.3% |
| YTD | +17.9% | +61.7% | -43.8% | -7.0% |
| 1Y | +46.7% | +72.7% | -26.0% | +11.5% |
| 3Y | +851.3% | +530.9% | +320.4% | +331.6% |
| 5Y | +202.9% | +2,125.4% | -1,922.5% | -26.3% |
| All | +202.9% | +2,102.6% | -1,899.7% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling