+6,906.6%
STRL vs CNI
+136.1%
+6,770.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.7% |
| 7D | +5.4% | -1.1% | +6.5% | +6.2% |
| 30D | -9.0% | -3.5% | -5.5% | -6.8% |
| 3M | -37.1% | +2.2% | -39.3% | -38.6% |
| 6M | +17.8% | +15.1% | +2.7% | +5.8% |
| YTD | +58.3% | +24.7% | +33.6% | +34.2% |
| 1Y | +61.0% | +33.4% | +27.6% | +29.6% |
| 3Y | +517.8% | +19.5% | +498.3% | +428.4% |
| 5Y | +2,119.0% | +12.6% | +2,106.5% | +1,842.4% |
| All | +6,906.6% | +136.1% | +6,770.6% | +3,666.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling