+100.2%
CDE vs STRL
+935.0%
-834.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.6% |
| 7D | -2.3% | +23.4% | -25.7% | -8.0% |
| 30D | -12.1% | -39.5% | +27.5% | -0.1% |
| 3M | -23.9% | -45.1% | +21.1% | -11.7% |
| 6M | -29.0% | -64.6% | +35.6% | -7.9% |
| YTD | -19.7% | -1.5% | -18.2% | -28.6% |
| 1Y | -8.4% | -20.8% | +12.4% | -13.1% |
| 3Y | +578.5% | +353.1% | +225.4% | +229.0% |
| 5Y | +100.2% | +942.9% | -842.7% | -43.2% |
| All | +100.2% | +935.0% | -834.8% | -43.2% |
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 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