+251.7%
CB vs STRL
+3,697.3%
-3,445.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.3% |
| 7D | +2.9% | +15.7% | -12.7% | +1.7% |
| 30D | +7.3% | -35.5% | +42.8% | +10.5% |
| 3M | +9.4% | -47.1% | +56.5% | +14.2% |
| 6M | +19.6% | -65.8% | +85.4% | +28.2% |
| YTD | +21.5% | -4.5% | +26.0% | +12.6% |
| 1Y | +28.0% | -10.5% | +38.5% | +19.2% |
| 3Y | +74.9% | +340.6% | -265.7% | +17.6% |
| 5Y | +108.1% | +911.0% | -802.9% | +13.8% |
| All | +251.7% | +3,697.3% | -3,445.6% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling