+4,166.8%
STRL vs CLBK
+66.9%
+4,099.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.6% |
| 7D | +10.1% | +1.1% | +9.0% | +9.4% |
| 30D | -8.2% | +7.8% | -16.0% | -12.1% |
| 3M | -43.7% | +23.9% | -67.6% | -50.6% |
| 6M | +27.1% | +42.3% | -15.2% | +3.2% |
| YTD | +64.0% | +65.4% | -1.4% | +21.4% |
| 1Y | +75.2% | +70.3% | +4.8% | +26.7% |
| 3Y | +539.9% | +54.5% | +485.4% | +372.6% |
| 5Y | +2,133.0% | +43.1% | +2,089.9% | +1,431.7% |
| All | +4,166.8% | +66.9% | +4,099.9% | +2,747.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling