-24.7%
STRL vs CPB
-21.8%
-2.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -1.2% |
| 7D | -19.8% | +2.9% | -22.7% | -17.2% |
| 30D | -43.6% | +17.6% | -61.2% | -36.5% |
| 3M | -45.2% | +2.0% | -47.3% | -42.4% |
| 6M | -65.7% | +11.6% | -77.4% | -62.4% |
| YTD | -5.4% | -13.8% | +8.3% | -5.3% |
| 1Y | -24.7% | -21.6% | -3.1% | -28.9% |
| All | -24.7% | -21.8% | -2.9% | -28.9% |
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