+7,282.2%
STRL vs CPB
-47.3%
+7,329.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.1% | +5.5% |
| 7D | +3.4% | -8.6% | +12.0% | +2.8% |
| 30D | -9.2% | -7.2% | -2.0% | -9.6% |
| 3M | -51.0% | +0.9% | -51.9% | -51.0% |
| 6M | +15.8% | -11.8% | +27.6% | +15.5% |
| YTD | +58.9% | -19.4% | +78.3% | +58.5% |
| 1Y | +68.5% | -30.4% | +98.9% | +68.2% |
| 3Y | +485.2% | -40.2% | +525.4% | +478.2% |
| 5Y | +2,005.1% | -39.5% | +2,044.6% | +1,965.3% |
| All | +7,282.2% | -47.3% | +7,329.6% | +7,359.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling