-24.4%
STRL vs CLBK
+63.6%
-88.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.2% | +12.8% | +14.1% |
| 7D | -13.3% | +1.8% | -15.1% | -13.9% |
| 30D | -43.3% | +5.1% | -48.4% | -44.4% |
| 3M | -46.9% | +5.2% | -52.0% | -47.9% |
| 6M | -65.6% | +28.6% | -94.2% | -69.9% |
| YTD | -5.1% | +61.4% | -66.5% | -23.2% |
| All | -24.4% | +63.6% | -88.0% | -38.4% |
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