+784.6%
STRL vs CLBK
+24.6%
+760.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.1% |
| 7D | -26.9% | +0.6% | -27.5% | -27.1% |
| 30D | -52.7% | +2.9% | -55.5% | -53.3% |
| 3M | -52.8% | +3.0% | -55.8% | -53.5% |
| 6M | -71.5% | +27.3% | -98.8% | -74.3% |
| YTD | -17.4% | +58.0% | -75.4% | -31.5% |
| 1Y | -35.0% | +62.4% | -97.3% | -46.7% |
| 3Y | +239.2% | +46.9% | +192.3% | +184.3% |
| All | +784.6% | +24.6% | +760.0% | +638.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling