-20.0%
CPNG vs STRL
+531.3%
-551.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.4% | -3.4% |
| 7D | -6.3% | +10.1% | -16.4% | -7.1% |
| 30D | -8.7% | -8.2% | -0.5% | -8.2% |
| 3M | -2.4% | -43.7% | +41.3% | +1.6% |
| 6M | -22.3% | +27.1% | -49.4% | -26.8% |
| YTD | -37.2% | +64.0% | -101.2% | -42.8% |
| 1Y | -53.0% | +75.2% | -128.1% | -57.8% |
| 3Y | -20.0% | +539.9% | -559.9% | -37.5% |
| All | -20.0% | +531.3% | -551.3% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling