+206.2%
CTVA vs STRL
+2,307.0%
-2,100.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.4% | -19.8% | +22.3% | +5.0% |
| 30D | -8.1% | -43.6% | +35.5% | -0.7% |
| 3M | +6.3% | -45.2% | +51.5% | +14.7% |
| 6M | +0.4% | -65.7% | +66.1% | +14.9% |
| YTD | +21.8% | -5.4% | +27.3% | +9.3% |
| 1Y | +24.9% | -24.7% | +49.6% | +16.8% |
| 3Y | +92.3% | +335.0% | -242.7% | +5.0% |
| 5Y | +78.9% | +915.3% | -836.4% | -30.2% |
| All | +206.2% | +2,307.0% | -2,100.8% | -27.4% |
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