-1.3%
CNC vs STRL
+531.3%
-532.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -6.9% | -3.6% |
| 7D | -1.0% | +10.1% | -11.1% | -0.9% |
| 30D | -1.8% | -8.2% | +6.4% | -1.9% |
| 3M | -0.7% | -43.7% | +43.0% | -1.3% |
| 6M | +47.9% | +27.1% | +20.8% | +48.7% |
| YTD | +56.9% | +64.0% | -7.1% | +57.7% |
| 1Y | +123.9% | +75.2% | +48.8% | +126.2% |
| 3Y | -1.3% | +539.9% | -541.2% | -1.1% |
| All | -1.3% | +531.3% | -532.6% | -1.1% |
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