+231.7%
CTVA vs STRL
+3,944.0%
-3,712.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.8% |
| 7D | +4.9% | +3.4% | +1.5% | +4.3% |
| 30D | +11.9% | -9.2% | +21.2% | +13.3% |
| 3M | +13.7% | -51.0% | +64.7% | +25.9% |
| 6M | +13.1% | +15.8% | -2.6% | +2.4% |
| YTD | +32.0% | +58.9% | -26.9% | +10.8% |
| 1Y | +22.1% | +68.5% | -46.4% | -0.9% |
| 3Y | +77.5% | +485.2% | -407.7% | -4.1% |
| 5Y | +106.3% | +2,005.1% | -1,898.8% | -30.1% |
| All | +231.7% | +3,944.0% | -3,712.3% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling