+4,872.3%
CNC vs STRL
+18,174.4%
-13,302.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.7% |
| 7D | +2.2% | +15.7% | -13.5% | +0.6% |
| 30D | +1.6% | -35.5% | +37.0% | +5.2% |
| 3M | +7.9% | -47.1% | +55.1% | +13.6% |
| 6M | +21.2% | -65.8% | +87.0% | +32.0% |
| YTD | +73.2% | -4.5% | +77.7% | +63.9% |
| 1Y | +97.5% | -10.5% | +108.0% | +87.9% |
| 3Y | -1.2% | +340.6% | -341.8% | -26.4% |
| 5Y | -6.1% | +911.0% | -917.1% | -38.5% |
| 10Y | +181.3% | +3,727.1% | -3,545.8% | +48.3% |
| All | +4,872.3% | +18,174.4% | -13,302.0% | +1,895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling