+32.2%
CB vs STRL
-30.1%
+62.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.5% | +23.5% | +0.5% |
| 7D | +5.3% | -27.1% | +32.3% | +3.2% |
| 30D | +13.2% | -45.8% | +59.0% | +8.8% |
| 3M | +7.8% | -47.6% | +55.4% | +3.5% |
| 6M | +15.8% | -46.4% | +62.2% | +11.1% |
| YTD | +21.0% | -7.4% | +28.3% | +20.6% |
| 1Y | +32.2% | -25.9% | +58.0% | +30.7% |
| All | +32.2% | -30.1% | +62.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling