+2,369.6%
STRL vs CLBK
+62.9%
+2,306.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.2% | +12.8% | +13.8% |
| 7D | -13.3% | +1.8% | -15.1% | -14.1% |
| 30D | -43.3% | +5.1% | -48.4% | -45.1% |
| 3M | -46.9% | +5.2% | -52.0% | -48.6% |
| 6M | -65.6% | +28.6% | -94.2% | -70.6% |
| YTD | -5.1% | +61.4% | -66.5% | -29.0% |
| 1Y | -23.1% | +64.7% | -87.8% | -43.3% |
| 3Y | +346.8% | +55.1% | +291.7% | +227.5% |
| 5Y | +907.2% | +28.4% | +878.8% | +654.0% |
| All | +2,369.6% | +62.9% | +2,306.7% | +1,565.5% |
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