-2.3%
CNC vs STRL
+340.9%
-343.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +4.0% | -19.8% | +23.8% | +3.5% |
| 30D | +7.4% | -43.6% | +50.9% | +6.4% |
| 3M | +5.4% | -45.2% | +50.6% | +4.4% |
| 6M | +25.4% | -65.7% | +91.2% | +23.8% |
| YTD | +70.6% | -5.4% | +76.0% | +69.4% |
| 1Y | +104.9% | -24.7% | +129.6% | +103.4% |
| 3Y | -2.3% | +335.0% | -337.4% | -11.3% |
| All | -2.3% | +340.9% | -343.2% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling