+2,462.4%
STRL vs CLBK
+61.7%
+2,400.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +23.4% | +2.5% | +21.0% | +22.0% |
| 30D | -39.5% | +3.7% | -43.2% | -40.9% |
| 3M | -45.1% | -3.3% | -41.8% | -44.2% |
| 6M | -64.6% | +29.6% | -94.2% | -69.9% |
| YTD | -1.5% | +60.3% | -61.8% | -26.0% |
| 1Y | -20.8% | +63.4% | -84.2% | -41.3% |
| 3Y | +353.1% | +53.8% | +299.3% | +233.7% |
| 5Y | +942.9% | +29.0% | +913.9% | +675.5% |
| All | +2,462.4% | +61.7% | +2,400.7% | +1,635.1% |
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