+137.3%
CTVA vs STRL
+2,330.5%
-2,193.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.1% |
| 7D | -20.8% | +15.7% | -36.4% | -22.6% |
| 30D | -29.6% | -35.5% | +5.8% | -25.6% |
| 3M | -16.9% | -47.1% | +30.2% | -9.8% |
| 6M | -24.3% | -65.8% | +41.5% | -13.3% |
| YTD | -5.6% | -4.5% | -1.1% | -15.4% |
| 1Y | -4.2% | -10.5% | +6.3% | -13.4% |
| 3Y | +43.3% | +340.6% | -297.3% | -22.0% |
| 5Y | +35.7% | +911.0% | -875.3% | -46.9% |
| All | +137.3% | +2,330.5% | -2,193.3% | -43.8% |
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