+2,022.6%
STRL vs CDW
-19.1%
+2,041.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.1% |
| 7D | +3.4% | +3.2% | +0.2% | +2.2% |
| 30D | -9.2% | +9.3% | -18.5% | -12.5% |
| 3M | -51.0% | +9.8% | -60.8% | -53.7% |
| 6M | +15.8% | +23.3% | -7.6% | -0.7% |
| YTD | +58.9% | +13.7% | +45.2% | +41.1% |
| 1Y | +68.5% | -6.5% | +75.0% | +68.7% |
| 3Y | +485.2% | -25.2% | +510.5% | +558.1% |
| All | +2,022.6% | -19.1% | +2,041.7% | +2,162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling