+100.6%
CB vs STRL
+916.0%
-815.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +15.0% | -15.4% | -0.4% |
| 7D | -1.5% | -13.3% | +11.9% | -1.5% |
| 30D | +6.5% | -43.3% | +49.9% | +6.7% |
| 3M | +4.1% | -46.9% | +50.9% | +4.2% |
| 6M | +14.4% | -65.6% | +80.0% | +15.0% |
| YTD | +17.5% | -5.1% | +22.6% | +12.5% |
| 1Y | +27.5% | -23.1% | +50.6% | +23.4% |
| 3Y | +71.6% | +346.8% | -275.2% | +32.5% |
| 5Y | +100.6% | +907.2% | -806.5% | +21.4% |
| All | +100.6% | +916.0% | -815.3% | +21.4% |
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