+915.3%
STRL vs CNH
-9.2%
+924.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.8% |
| 7D | -19.8% | +4.5% | -24.3% | -21.2% |
| 30D | -43.6% | +7.6% | -51.2% | -45.5% |
| 3M | -45.2% | +17.0% | -62.2% | -50.3% |
| 6M | -65.7% | +12.9% | -78.7% | -68.8% |
| YTD | -5.4% | +34.3% | -39.7% | -21.2% |
| 1Y | -24.7% | +28.5% | -53.2% | -36.0% |
| 3Y | +335.0% | +31.9% | +303.2% | +242.6% |
| 5Y | +915.3% | -9.6% | +924.9% | +851.1% |
| All | +915.3% | -9.2% | +924.5% | +851.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling