+30.1%
CB vs STRL
-38.5%
+68.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -1.5% |
| 7D | +0.2% | -26.9% | +27.2% | -1.7% |
| 30D | +9.1% | -52.7% | +61.7% | +3.9% |
| 3M | +3.4% | -52.8% | +56.3% | -1.3% |
| 6M | +14.1% | -71.5% | +85.6% | +6.4% |
| YTD | +18.0% | -17.4% | +35.5% | +16.7% |
| 1Y | +30.1% | -35.0% | +65.1% | +27.7% |
| All | +30.1% | -38.5% | +68.6% | +27.7% |
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