+2,022.6%
STRL vs CPB
-39.5%
+2,062.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.1% | +4.9% |
| 7D | +3.4% | -8.6% | +12.0% | +1.2% |
| 30D | -9.2% | -7.2% | -2.0% | -10.8% |
| 3M | -51.0% | +0.9% | -51.9% | -50.5% |
| 6M | +15.8% | -11.8% | +27.6% | +14.2% |
| YTD | +58.9% | -19.4% | +78.3% | +54.9% |
| 1Y | +68.5% | -30.4% | +98.9% | +61.3% |
| 3Y | +485.2% | -40.2% | +525.4% | +438.8% |
| All | +2,022.6% | -39.5% | +2,062.0% | +1,739.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling