-25.9%
STRL vs CLBK
+65.7%
-91.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.9% | -22.4% | -21.8% |
| 7D | -27.1% | +4.6% | -31.6% | -28.5% |
| 30D | -45.8% | -1.5% | -44.3% | -45.5% |
| 3M | -47.6% | +4.4% | -52.0% | -48.7% |
| 6M | -46.4% | +31.7% | -78.1% | -54.4% |
| YTD | -7.4% | +58.7% | -66.1% | -27.1% |
| 1Y | -25.9% | +64.9% | -90.7% | -43.2% |
| All | -25.9% | +65.7% | -91.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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 · 6 months rolling