+4,797.0%
CNC vs STRL
+17,997.5%
-13,200.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +4.0% | -19.8% | +23.8% | +5.5% |
| 30D | +7.4% | -43.6% | +50.9% | +12.7% |
| 3M | +5.4% | -45.2% | +50.6% | +10.6% |
| 6M | +25.4% | -65.7% | +91.2% | +36.6% |
| YTD | +70.6% | -5.4% | +76.0% | +61.6% |
| 1Y | +104.9% | -24.7% | +129.6% | +98.7% |
| 3Y | -2.3% | +335.0% | -337.4% | -27.1% |
| 5Y | -6.5% | +915.3% | -921.8% | -38.8% |
| 10Y | +153.3% | +3,877.5% | -3,724.2% | +32.9% |
| All | +4,797.0% | +17,997.5% | -13,200.5% | +1,867.4% |
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