+227.8%
STRL vs CNH
+4.2%
+223.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.9% | -9.9% | -12.2% |
| 7D | -34.6% | -0.4% | -34.3% | -34.5% |
| 30D | -56.7% | -15.2% | -41.4% | -53.5% |
| 3M | -54.4% | +4.3% | -58.7% | -56.2% |
| 6M | -69.7% | +10.1% | -79.7% | -72.1% |
| YTD | -20.2% | +23.2% | -43.4% | -30.2% |
| 1Y | -40.6% | +8.5% | -49.0% | -44.8% |
| All | +227.8% | +4.2% | +223.7% | +179.2% |
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