+3,877.1%
STRL vs CNH
+113.9%
+3,763.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.1% | +4.0% |
| 7D | +7.1% | +6.7% | +0.5% | +4.1% |
| 30D | -39.4% | +7.2% | -46.6% | -41.5% |
| 3M | -43.0% | +17.5% | -60.5% | -48.6% |
| 6M | -65.0% | +15.0% | -80.0% | -68.6% |
| YTD | -0.8% | +36.8% | -37.6% | -18.9% |
| 1Y | -20.3% | +27.6% | -47.9% | -32.6% |
| 3Y | +356.5% | +34.3% | +322.2% | +257.0% |
| 5Y | +952.8% | -12.2% | +965.1% | +912.8% |
| 10Y | +3,877.1% | +113.9% | +3,763.2% | +2,270.9% |
| All | +3,877.1% | +113.9% | +3,763.2% | +2,270.9% |
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