+2,125.4%
STRL vs CNI
+10.3%
+2,115.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +8.2% | +0.9% | +7.3% | +7.7% |
| 30D | -6.3% | -2.1% | -4.2% | -5.1% |
| 3M | -41.2% | +1.8% | -43.0% | -42.4% |
| 6M | +20.4% | +14.8% | +5.6% | +9.2% |
| YTD | +61.7% | +25.4% | +36.3% | +38.7% |
| 1Y | +72.7% | +32.9% | +39.8% | +42.2% |
| 3Y | +530.9% | +20.2% | +510.8% | +446.6% |
| 5Y | +2,125.4% | +12.2% | +2,113.2% | +1,890.2% |
| All | +2,125.4% | +10.3% | +2,115.1% | +1,890.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling