+3,667.9%
STRL vs CNI
+140.9%
+3,527.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | +15.7% | +2.5% | +13.1% | +14.0% |
| 30D | -35.5% | +6.1% | -41.6% | -38.3% |
| 3M | -47.1% | +0.1% | -47.3% | -47.5% |
| 6M | -65.8% | +14.9% | -80.7% | -69.5% |
| YTD | -4.5% | +30.9% | -35.4% | -22.2% |
| 1Y | -10.5% | +33.9% | -44.4% | -28.4% |
| 3Y | +340.6% | +20.2% | +320.4% | +274.1% |
| 5Y | +911.0% | +8.2% | +902.8% | +813.4% |
| All | +3,667.9% | +140.9% | +3,527.0% | +1,791.6% |
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