+504.0%
STRL vs CPB
-40.0%
+544.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.1% | +4.3% |
| 7D | +3.4% | -8.6% | +12.0% | -0.3% |
| 30D | -9.2% | -7.2% | -2.0% | -11.8% |
| 3M | -51.0% | +0.9% | -51.9% | -50.1% |
| 6M | +15.8% | -11.8% | +27.6% | +12.4% |
| YTD | +58.9% | -19.4% | +78.3% | +50.5% |
| 1Y | +68.5% | -30.4% | +98.9% | +52.8% |
| All | +504.0% | -40.0% | +544.0% | +416.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling