-45.3%
CPNG vs STRL
+900.6%
-945.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +7.2% | -19.8% | +27.0% | +9.3% |
| 30D | +3.2% | -43.6% | +46.8% | +10.5% |
| 3M | +0.9% | -45.2% | +46.1% | +7.8% |
| 6M | -3.8% | -65.7% | +61.9% | +8.6% |
| YTD | -30.8% | -5.4% | -25.3% | -37.4% |
| 1Y | -43.5% | -24.7% | -18.9% | -46.9% |
| 3Y | +6.6% | +335.0% | -328.4% | -42.3% |
| 5Y | -45.3% | +915.3% | -960.6% | -83.8% |
| All | -45.3% | +900.6% | -945.9% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling