+2,633.2%
STRL vs CNH
+32.2%
+2,601.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.2% |
| 7D | -26.9% | -1.7% | -25.2% | -26.1% |
| 30D | -52.7% | -7.2% | -45.4% | -51.1% |
| 3M | -52.8% | +6.5% | -59.4% | -55.2% |
| 6M | -71.5% | +7.9% | -79.3% | -73.4% |
| YTD | -17.4% | +26.6% | -44.0% | -28.8% |
| 1Y | -35.0% | +13.8% | -48.7% | -41.1% |
| 3Y | +239.2% | +9.2% | +230.0% | +203.3% |
| 5Y | +830.2% | -15.6% | +845.8% | +817.7% |
| 10Y | +3,574.7% | +119.2% | +3,455.5% | +2,241.8% |
| All | +2,633.2% | +32.2% | +2,601.0% | +1,854.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling