+3,667.9%
STRL vs CPB
-38.9%
+3,706.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.2% | -2.7% |
| 7D | +15.7% | -1.6% | +17.2% | +15.5% |
| 30D | -35.5% | +19.2% | -54.7% | -34.2% |
| 3M | -47.1% | -0.9% | -46.2% | -46.7% |
| 6M | -65.8% | +15.2% | -81.0% | -65.3% |
| YTD | -4.5% | -13.1% | +8.6% | -3.5% |
| 1Y | -10.5% | -22.4% | +12.0% | -9.5% |
| 3Y | +340.6% | -35.3% | +375.9% | +340.8% |
| 5Y | +911.0% | -33.0% | +944.0% | +901.7% |
| All | +3,667.9% | -38.9% | +3,706.8% | +3,396.2% |
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 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