+83.0%
CTVA vs STRL
+509.6%
-426.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.2% |
| 7D | +4.9% | +3.4% | +1.5% | +4.7% |
| 30D | +11.9% | -9.2% | +21.2% | +12.4% |
| 3M | +13.7% | -51.0% | +64.7% | +18.7% |
| 6M | +13.1% | +15.8% | -2.6% | +8.4% |
| YTD | +32.0% | +58.9% | -26.9% | +22.3% |
| 1Y | +22.1% | +68.5% | -46.4% | +11.4% |
| All | +83.0% | +509.6% | -426.5% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling