+103.2%
CB vs STRL
+779.4%
-676.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -1.8% |
| 7D | +0.2% | -26.9% | +27.2% | +0.2% |
| 30D | +9.1% | -52.7% | +61.7% | +9.2% |
| 3M | +3.4% | -52.8% | +56.3% | +3.6% |
| 6M | +14.1% | -71.5% | +85.6% | +14.8% |
| YTD | +18.0% | -17.4% | +35.5% | +13.0% |
| 1Y | +30.1% | -35.0% | +65.1% | +26.1% |
| 3Y | +71.8% | +239.2% | -167.4% | +35.4% |
| All | +103.2% | +779.4% | -676.2% | +22.0% |
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 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