+3,877.1%
STRL vs CPB
-40.1%
+3,917.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +4.8% |
| 7D | +7.1% | -4.1% | +11.2% | +6.7% |
| 30D | -39.4% | +16.9% | -56.3% | -38.3% |
| 3M | -43.0% | -0.6% | -42.4% | -42.5% |
| 6M | -65.0% | +11.4% | -76.4% | -64.6% |
| YTD | -0.8% | -14.8% | +14.1% | 0.0% |
| 1Y | -20.3% | -24.8% | +4.5% | -19.7% |
| 3Y | +356.5% | -36.6% | +393.1% | +355.6% |
| 5Y | +952.8% | -33.3% | +986.2% | +938.7% |
| 10Y | +3,877.1% | -40.4% | +3,917.5% | +3,534.7% |
| All | +3,877.1% | -40.1% | +3,917.2% | +3,534.7% |
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