-66.5%
STRL vs CHD
+20.1%
-86.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.8% | +13.2% | +18.1% |
| 7D | -13.3% | +0.8% | -14.1% | -11.3% |
| 30D | -43.3% | +13.5% | -56.8% | -27.2% |
| 3M | -46.9% | +8.1% | -55.0% | -38.6% |
| All | -66.5% | +20.1% | -86.6% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling