-46.8%
CPNG vs STRL
-22.7%
-24.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | -6.8% | +15.7% | -22.4% | -7.3% |
| 30D | +5.5% | -35.5% | +41.0% | +7.4% |
| 3M | -6.8% | -47.1% | +40.4% | -4.0% |
| 6M | -4.8% | -65.8% | +60.9% | 0.0% |
| YTD | -35.6% | -4.5% | -31.1% | -42.5% |
| 1Y | -46.8% | -10.5% | -36.3% | -51.9% |
| All | -46.8% | -22.7% | -24.1% | -51.9% |
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