-35.0%
STRL vs CNH
+11.5%
-46.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.4% |
| 7D | -26.9% | -1.7% | -25.2% | -26.3% |
| 30D | -52.7% | -7.2% | -45.4% | -51.3% |
| 3M | -52.8% | +6.5% | -59.4% | -55.0% |
| 6M | -71.5% | +7.9% | -79.3% | -73.3% |
| YTD | -17.4% | +26.6% | -44.0% | -25.8% |
| 1Y | -35.0% | +13.8% | -48.7% | -39.8% |
| All | -35.0% | +11.5% | -46.4% | -39.8% |
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