-70.5%
CBRS vs STRL
-67.0%
-3.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -21.5% | +15.4% | +2.3% |
| 7D | -18.4% | -27.1% | +8.7% | -8.5% |
| 30D | -49.4% | -45.8% | -3.6% | -36.2% |
| 3M | -59.6% | -47.6% | -11.9% | -48.1% |
| All | -70.5% | -67.0% | -3.5% | -62.9% |
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 · Available span rolling