+2,125.4%
STRL vs CLBK
+41.8%
+2,083.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +8.2% | -1.5% | +9.7% | +8.8% |
| 30D | -6.3% | +6.7% | -13.0% | -8.7% |
| 3M | -41.2% | +21.2% | -62.4% | -45.8% |
| 6M | +20.4% | +42.0% | -21.6% | +4.2% |
| YTD | +61.7% | +63.3% | -1.6% | +32.1% |
| 1Y | +72.7% | +65.4% | +7.3% | +39.9% |
| 3Y | +530.9% | +52.5% | +478.5% | +419.6% |
| 5Y | +2,125.4% | +42.0% | +2,083.4% | +1,545.7% |
| All | +2,125.4% | +41.8% | +2,083.6% | +1,545.7% |
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