+3,877.1%
STRL vs CDW
+338.4%
+3,538.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.0% |
| 7D | +7.1% | +2.6% | +4.6% | +6.4% |
| 30D | -39.4% | +20.4% | -59.8% | -45.2% |
| 3M | -43.0% | +28.5% | -71.4% | -50.6% |
| 6M | -65.0% | +70.6% | -135.6% | -74.9% |
| YTD | -0.8% | +29.1% | -29.9% | -20.9% |
| 1Y | -20.3% | +23.8% | -44.1% | -34.7% |
| 3Y | +356.5% | -14.5% | +371.0% | +357.7% |
| 5Y | +952.8% | -1.6% | +954.4% | +854.4% |
| 10Y | +3,877.1% | +322.0% | +3,555.1% | +1,679.5% |
| All | +3,877.1% | +338.4% | +3,538.7% | +1,679.5% |
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