+68.5%
STRL vs CNH
+29.2%
+39.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.0% | +1.7% | +4.0% |
| 7D | +3.4% | +23.3% | -19.9% | -6.0% |
| 30D | -9.2% | +33.5% | -42.7% | -21.0% |
| 3M | -51.0% | +32.7% | -83.8% | -57.8% |
| 6M | +15.8% | +22.2% | -6.4% | +2.6% |
| YTD | +58.9% | +57.7% | +1.2% | +25.0% |
| 1Y | +68.5% | +28.0% | +40.5% | +60.0% |
| All | +68.5% | +29.2% | +39.3% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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