-46.9%
CPNG vs STRL
-30.1%
-16.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -21.5% | +33.4% | +12.6% |
| 7D | +20.8% | -27.1% | +47.9% | +22.0% |
| 30D | +20.1% | -45.8% | +65.9% | +23.4% |
| 3M | +1.6% | -47.6% | +49.2% | +4.4% |
| 6M | -15.8% | -46.4% | +30.6% | -15.6% |
| YTD | -27.7% | -7.4% | -20.4% | -33.0% |
| 1Y | -46.9% | -25.9% | -21.1% | -49.7% |
| All | -46.9% | -30.1% | -16.8% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling