+105.5%
CB vs STRL
+788.2%
-682.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.2% | -0.7% |
| 7D | +2.6% | -34.6% | +37.2% | +2.6% |
| 30D | +11.2% | -56.7% | +67.9% | +11.4% |
| 3M | +5.7% | -54.4% | +60.2% | +5.9% |
| 6M | +15.9% | -69.7% | +85.6% | +16.3% |
| YTD | +20.2% | -20.2% | +40.4% | +15.1% |
| 1Y | +32.4% | -40.6% | +73.0% | +28.7% |
| 3Y | +75.5% | +221.7% | -146.2% | +39.1% |
| 5Y | +105.5% | +799.0% | -693.5% | +19.1% |
| All | +105.5% | +788.2% | -682.7% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling