+4,577.2%
CNC vs STRL
+30,305.6%
-25,728.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.1% |
| 7D | +3.5% | +3.4% | +0.1% | +3.1% |
| 30D | +0.1% | -9.2% | +9.3% | +0.9% |
| 3M | +6.9% | -51.0% | +58.0% | +14.1% |
| 6M | +49.0% | +15.8% | +33.2% | +41.3% |
| YTD | +62.9% | +58.9% | +4.1% | +48.2% |
| 1Y | +134.0% | +68.5% | +65.5% | +109.9% |
| 3Y | +9.4% | +485.2% | -475.8% | -19.6% |
| 5Y | +4.1% | +2,005.1% | -2,001.0% | -36.3% |
| 10Y | +95.4% | +7,118.0% | -7,022.6% | -2.9% |
| All | +4,577.2% | +30,305.6% | -25,728.4% | +1,704.3% |
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