+2,687.4%
STRL vs CDW
+933.5%
+1,753.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.8% |
| 7D | -26.9% | +2.1% | -29.0% | -28.7% |
| 30D | -52.7% | +14.7% | -67.4% | -56.3% |
| 3M | -52.8% | +11.1% | -64.0% | -56.3% |
| 6M | -71.5% | +45.6% | -117.1% | -77.7% |
| YTD | -17.4% | +17.1% | -34.5% | -30.7% |
| 1Y | -35.0% | +13.2% | -48.1% | -44.2% |
| 3Y | +239.2% | -22.2% | +261.4% | +252.0% |
| 5Y | +830.2% | -10.1% | +840.3% | +781.4% |
| 10Y | +3,574.7% | +307.0% | +3,267.7% | +1,769.0% |
| All | +2,687.4% | +933.5% | +1,753.9% | +1,200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling