+346.8%
STRL vs CHD
+29.8%
+317.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.8% | +13.2% | +16.1% |
| 7D | -13.3% | +0.8% | -14.1% | -12.6% |
| 30D | -43.3% | +13.5% | -56.8% | -38.4% |
| 3M | -46.9% | +8.1% | -55.0% | -43.6% |
| 6M | -65.6% | +19.9% | -85.5% | -61.1% |
| YTD | -5.1% | +34.0% | -39.1% | +13.4% |
| 1Y | -23.1% | +29.8% | -52.9% | -8.9% |
| 3Y | +346.8% | +28.7% | +318.1% | +399.8% |
| All | +346.8% | +29.8% | +317.0% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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