+340.6%
STRL vs CDW
-15.0%
+355.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +15.7% | +9.3% | +6.3% | +13.9% |
| 30D | -35.5% | +14.4% | -49.8% | -37.2% |
| 3M | -47.1% | +21.4% | -68.6% | -49.5% |
| 6M | -65.8% | +72.8% | -138.6% | -71.8% |
| YTD | -4.5% | +28.0% | -32.5% | -14.3% |
| 1Y | -10.5% | +19.3% | -29.8% | -15.6% |
| 3Y | +340.6% | -15.3% | +355.9% | +371.7% |
| All | +340.6% | -15.0% | +355.6% | +371.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling