+504.0%
STRL vs CDW
-25.3%
+529.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.0% |
| 7D | +3.4% | +3.2% | +0.2% | +2.5% |
| 30D | -9.2% | +9.3% | -18.5% | -11.6% |
| 3M | -51.0% | +9.8% | -60.8% | -52.9% |
| 6M | +15.8% | +23.3% | -7.6% | +2.2% |
| YTD | +58.9% | +13.7% | +45.2% | +45.4% |
| 1Y | +68.5% | -6.5% | +75.0% | +75.2% |
| All | +504.0% | -25.3% | +529.4% | +567.8% |
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 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