+2,593.9%
STRL vs CDW
+942.7%
+1,651.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -6.1% | -7.7% | -11.3% |
| 7D | -34.6% | -4.1% | -30.5% | -34.3% |
| 30D | -56.7% | +16.7% | -73.4% | -60.3% |
| 3M | -54.4% | +13.6% | -68.0% | -58.2% |
| 6M | -69.7% | +17.0% | -86.7% | -74.1% |
| YTD | -20.2% | +18.1% | -38.3% | -33.2% |
| 1Y | -40.6% | +10.5% | -51.0% | -48.3% |
| 3Y | +221.7% | -20.9% | +242.6% | +231.3% |
| 5Y | +799.0% | -9.3% | +808.3% | +748.8% |
| 10Y | +3,451.5% | +310.6% | +3,140.9% | +1,700.0% |
| All | +2,593.9% | +942.7% | +1,651.3% | +1,152.7% |
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