+107.8%
CB vs STRL
+906.9%
-799.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.1% |
| 7D | +2.9% | +15.7% | -12.7% | +2.9% |
| 30D | +7.3% | -35.5% | +42.8% | +7.4% |
| 3M | +9.4% | -47.1% | +56.5% | +9.6% |
| 6M | +19.6% | -65.8% | +85.4% | +20.3% |
| YTD | +21.5% | -4.5% | +26.0% | +16.3% |
| 1Y | +28.0% | -10.5% | +38.5% | +22.8% |
| 3Y | +74.9% | +340.6% | -265.7% | +35.4% |
| All | +107.8% | +906.9% | -799.1% | +23.5% |
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