+92.2%
CNC vs STRL
+6,846.4%
-6,754.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.3% |
| 7D | -3.9% | +5.4% | -9.2% | -4.3% |
| 30D | +0.8% | -9.0% | +9.8% | +1.5% |
| 3M | +0.1% | -37.1% | +37.1% | +3.5% |
| 6M | +79.7% | +17.8% | +61.9% | +70.2% |
| YTD | +58.9% | +58.3% | +0.6% | +44.6% |
| 1Y | +109.1% | +61.0% | +48.1% | +88.5% |
| 3Y | 0.0% | +517.8% | -517.8% | -30.0% |
| 5Y | +9.5% | +2,119.0% | -2,109.5% | -41.0% |
| All | +92.2% | +6,846.4% | -6,754.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STRL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling