+22.8%
CB vs STRL
+76.3%
-53.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.7% | -1.5% |
| 7D | +0.5% | +3.4% | -2.9% | +0.7% |
| 30D | -3.1% | -9.2% | +6.1% | -3.6% |
| 3M | +9.0% | -51.0% | +60.0% | +5.6% |
| 6M | +2.9% | +15.8% | -12.9% | +3.2% |
| YTD | +10.1% | +58.9% | -48.8% | +12.2% |
| 1Y | +22.8% | +68.5% | -45.7% | +23.0% |
| All | +22.8% | +76.3% | -53.5% | +23.0% |
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