+7,161.0%
STRL vs CNH
+162.8%
+6,998.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.0% | +1.7% | +3.6% |
| 7D | +3.4% | +23.3% | -19.9% | -7.9% |
| 30D | -9.2% | +33.5% | -42.7% | -23.0% |
| 3M | -51.0% | +32.7% | -83.8% | -58.9% |
| 6M | +15.8% | +22.2% | -6.4% | +1.9% |
| YTD | +58.9% | +57.7% | +1.2% | +21.1% |
| 1Y | +68.5% | +28.0% | +40.5% | +43.5% |
| 3Y | +485.2% | +11.5% | +473.7% | +415.6% |
| 5Y | +2,005.1% | +11.9% | +1,993.2% | +1,683.8% |
| All | +7,161.0% | +162.8% | +6,998.3% | +3,427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling