+915.3%
STRL vs CDW
-2.4%
+917.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.3% |
| 7D | -19.8% | +13.1% | -32.9% | -23.5% |
| 30D | -43.6% | +19.1% | -62.7% | -47.3% |
| 3M | -45.2% | +24.7% | -69.9% | -50.1% |
| 6M | -65.7% | +63.4% | -129.1% | -73.4% |
| YTD | -5.4% | +26.3% | -31.8% | -20.0% |
| 1Y | -24.7% | +20.6% | -45.3% | -34.2% |
| 3Y | +335.0% | -16.3% | +351.4% | +364.8% |
| 5Y | +915.3% | -3.9% | +919.2% | +879.5% |
| All | +915.3% | -2.4% | +917.6% | +879.5% |
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 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