+239.2%
STRL vs CDW
-21.8%
+261.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.6% |
| 7D | -26.9% | +2.1% | -29.0% | -27.3% |
| 30D | -52.7% | +14.7% | -67.4% | -54.3% |
| 3M | -52.8% | +11.1% | -64.0% | -54.3% |
| 6M | -71.5% | +45.6% | -117.1% | -75.5% |
| YTD | -17.4% | +17.1% | -34.5% | -25.0% |
| 1Y | -35.0% | +13.2% | -48.1% | -39.4% |
| 3Y | +239.2% | -22.2% | +261.4% | +237.8% |
| All | +239.2% | -21.8% | +261.0% | +237.8% |
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