+32.0%
CTVA vs STRL
-30.1%
+62.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.5% | +24.7% | +3.3% |
| 7D | +8.2% | -27.1% | +35.3% | +8.4% |
| 30D | -1.0% | -45.8% | +44.7% | -0.4% |
| 3M | +4.6% | -47.6% | +52.2% | +5.3% |
| 6M | +0.5% | -46.4% | +46.9% | -0.1% |
| YTD | +22.7% | -7.4% | +30.1% | +19.2% |
| 1Y | +32.0% | -25.9% | +57.8% | +30.2% |
| All | +32.0% | -30.1% | +62.1% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling