+907.2%
STRL vs CHD
+33.4%
+873.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.8% | +13.2% | +15.5% |
| 7D | -13.3% | +0.8% | -14.1% | -13.0% |
| 30D | -43.3% | +13.5% | -56.8% | -40.9% |
| 3M | -46.9% | +8.1% | -55.0% | -45.2% |
| 6M | -65.6% | +19.9% | -85.5% | -63.5% |
| YTD | -5.1% | +34.0% | -39.1% | +3.0% |
| 1Y | -23.1% | +29.8% | -52.9% | -16.8% |
| 3Y | +346.8% | +28.7% | +318.1% | +371.5% |
| 5Y | +907.2% | +31.8% | +875.4% | +872.4% |
| All | +907.2% | +33.4% | +873.8% | +872.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling