+77.9%
CTVA vs STRL
+916.0%
-838.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.0% | -13.2% | +0.6% |
| 7D | +1.6% | -13.3% | +14.9% | +2.2% |
| 30D | -8.5% | -43.3% | +34.8% | -4.8% |
| 3M | +5.3% | -46.9% | +52.1% | +9.9% |
| 6M | -0.1% | -65.6% | +65.5% | +7.6% |
| YTD | +21.2% | -5.1% | +26.3% | +13.2% |
| 1Y | +27.0% | -23.1% | +50.1% | +21.5% |
| 3Y | +87.2% | +346.8% | -259.6% | +25.3% |
| 5Y | +77.9% | +907.2% | -829.3% | -10.6% |
| All | +77.9% | +916.0% | -838.1% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling