+219.9%
CTVA vs STRL
+4,016.0%
-3,796.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -5.8% | +8.2% | -14.0% | -7.0% |
| 30D | +11.1% | -6.3% | +17.4% | +11.8% |
| 3M | +13.2% | -41.2% | +54.4% | +21.4% |
| 6M | +8.7% | +20.4% | -11.6% | -2.3% |
| YTD | +27.3% | +61.7% | -34.4% | +6.6% |
| 1Y | +18.0% | +72.7% | -54.7% | -4.6% |
| 3Y | +76.5% | +530.9% | -454.4% | -6.6% |
| 5Y | +105.1% | +2,125.4% | -2,020.3% | -31.5% |
| All | +219.9% | +4,016.0% | -3,796.0% | -29.2% |
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