+340.6%
STRL vs CHD
+31.2%
+309.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -2.2% |
| 7D | +15.7% | +3.6% | +12.0% | +18.1% |
| 30D | -35.5% | +10.4% | -45.9% | -30.9% |
| 3M | -47.1% | +12.2% | -59.3% | -42.7% |
| 6M | -65.8% | +19.9% | -85.7% | -61.1% |
| YTD | -4.5% | +36.4% | -40.9% | +15.4% |
| 1Y | -10.5% | +35.1% | -45.6% | +8.2% |
| 3Y | +340.6% | +29.2% | +311.4% | +393.6% |
| All | +340.6% | +31.2% | +309.4% | +393.6% |
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