+68.5%
STRL vs CPB
-32.6%
+101.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.1% | +3.9% |
| 7D | +3.4% | -8.6% | +12.0% | -1.2% |
| 30D | -9.2% | -7.2% | -2.0% | -12.4% |
| 3M | -51.0% | +0.9% | -51.9% | -50.1% |
| 6M | +15.8% | -11.8% | +27.6% | +10.7% |
| YTD | +58.9% | -19.4% | +78.3% | +48.9% |
| 1Y | +68.5% | -30.4% | +98.9% | +52.2% |
| All | +68.5% | -32.6% | +101.1% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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