+3,877.5%
STRL vs CDW
+329.6%
+3,547.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.6% |
| 7D | -19.8% | +13.1% | -32.9% | -25.2% |
| 30D | -43.6% | +19.1% | -62.7% | -48.8% |
| 3M | -45.2% | +24.7% | -69.9% | -51.9% |
| 6M | -65.7% | +63.4% | -129.1% | -74.9% |
| YTD | -5.4% | +26.3% | -31.8% | -24.0% |
| 1Y | -24.7% | +20.6% | -45.3% | -37.6% |
| 3Y | +335.0% | -16.3% | +351.4% | +340.1% |
| 5Y | +915.3% | -3.9% | +919.2% | +829.8% |
| 10Y | +3,877.5% | +331.5% | +3,546.0% | +1,575.8% |
| All | +3,877.5% | +329.6% | +3,547.9% | +1,575.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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