+346.8%
STRL vs CNH
+32.9%
+313.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +10.9% | +4.1% | +10.3% |
| 7D | -13.3% | +8.6% | -21.9% | -16.0% |
| 30D | -43.3% | +12.6% | -55.9% | -46.0% |
| 3M | -46.9% | +17.5% | -64.4% | -51.2% |
| 6M | -65.6% | +18.1% | -83.7% | -68.8% |
| YTD | -5.1% | +40.4% | -45.5% | -20.1% |
| 1Y | -23.1% | +34.0% | -57.1% | -34.0% |
| 3Y | +346.8% | +35.3% | +311.5% | +269.3% |
| All | +346.8% | +32.9% | +313.9% | +269.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling