+1,242.9%
CDNS vs STRL
+4,310.8%
-3,067.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +15.0% | -9.8% | +2.5% |
| 7D | +2.1% | -13.3% | +15.5% | +3.8% |
| 30D | -4.6% | -43.3% | +38.7% | +4.6% |
| 3M | -0.8% | -46.9% | +46.1% | +9.6% |
| 6M | -7.2% | -65.6% | +58.4% | +8.9% |
| YTD | +7.7% | -5.1% | +12.7% | -0.8% |
| 1Y | +3.5% | -23.1% | +26.6% | -0.9% |
| 3Y | +31.2% | +346.8% | -315.6% | -14.8% |
| 5Y | +84.5% | +907.2% | -822.6% | -0.1% |
| 10Y | +1,242.9% | +3,988.2% | -2,745.3% | +466.7% |
| All | +1,242.9% | +4,310.8% | -3,067.9% | +466.7% |
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