+20,341.6%
STRL vs CHD
+6,159.4%
+14,182.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | +5.0% | -4.5% | +9.5% | +6.0% |
| 30D | -6.9% | -6.7% | -0.2% | -5.7% |
| 3M | -39.1% | -2.7% | -36.3% | -39.1% |
| 6M | +21.5% | -4.9% | +26.4% | +21.6% |
| YTD | +66.9% | +13.3% | +53.5% | +60.7% |
| 1Y | +61.6% | +1.0% | +60.6% | +58.8% |
| 3Y | +560.0% | +1.3% | +558.7% | +535.4% |
| 5Y | +2,238.9% | +20.8% | +2,218.0% | +2,031.1% |
| 10Y | +7,538.9% | +126.1% | +7,412.8% | +5,747.9% |
| All | +20,341.6% | +6,159.4% | +14,182.2% | +6,698.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling