+19,359.6%
STRL vs CPB
+207.5%
+19,152.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.1% | +6.2% |
| 7D | +3.4% | -8.6% | +12.0% | +4.5% |
| 30D | -9.2% | -7.2% | -2.0% | -8.5% |
| 3M | -51.0% | +0.9% | -51.9% | -51.6% |
| 6M | +15.8% | -11.8% | +27.6% | +16.6% |
| YTD | +58.9% | -19.4% | +78.3% | +61.7% |
| 1Y | +68.5% | -30.4% | +98.9% | +74.9% |
| 3Y | +485.2% | -40.2% | +525.4% | +508.6% |
| 5Y | +2,005.1% | -39.5% | +2,044.6% | +2,064.1% |
| 10Y | +7,118.0% | -47.4% | +7,165.3% | +7,286.0% |
| All | +19,359.6% | +207.5% | +19,152.1% | +16,890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling