+239.2%
STRL vs CPB
-36.0%
+275.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +2.8% |
| 7D | -26.9% | +8.0% | -34.9% | -23.4% |
| 30D | -52.7% | +22.4% | -75.0% | -47.2% |
| 3M | -52.8% | +2.5% | -55.4% | -50.9% |
| 6M | -71.5% | +12.2% | -83.7% | -68.8% |
| YTD | -17.4% | -12.8% | -4.6% | -16.9% |
| 1Y | -35.0% | -19.2% | -15.8% | -36.1% |
| 3Y | +239.2% | -35.6% | +274.8% | +185.4% |
| All | +239.2% | -36.0% | +275.2% | +185.4% |
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