-20.3%
STRL vs CPB
-23.3%
+3.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +4.1% |
| 7D | +7.1% | -4.1% | +11.2% | +4.3% |
| 30D | -39.4% | +16.9% | -56.3% | -32.1% |
| 3M | -43.0% | -0.6% | -42.4% | -41.0% |
| 6M | -65.0% | +11.4% | -76.4% | -61.9% |
| YTD | -0.8% | -14.8% | +14.1% | -1.6% |
| 1Y | -20.3% | -24.8% | +4.5% | -28.1% |
| All | -20.3% | -23.3% | +3.0% | -28.1% |
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