-67.5%
CPNG vs STRL
+1,234.4%
-1,302.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -2.7% |
| 7D | -6.2% | +7.1% | -13.3% | -7.2% |
| 30D | +4.6% | -39.4% | +44.0% | +10.7% |
| 3M | -3.1% | -43.0% | +39.9% | +2.8% |
| 6M | -0.9% | -65.0% | +64.1% | +11.4% |
| YTD | -32.2% | -0.8% | -31.4% | -38.7% |
| 1Y | -44.2% | -20.3% | -23.9% | -47.6% |
| 3Y | +4.4% | +356.5% | -352.1% | -39.6% |
| 5Y | -45.2% | +952.8% | -998.1% | -78.5% |
| All | -67.5% | +1,234.4% | -1,302.0% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling