+942.9%
STRL vs CNI
+8.8%
+934.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +23.4% | +1.0% | +22.4% | +22.8% |
| 30D | -39.5% | +7.5% | -47.0% | -42.3% |
| 3M | -45.1% | +1.7% | -46.8% | -45.9% |
| 6M | -64.6% | +15.4% | -80.0% | -68.2% |
| YTD | -1.5% | +31.5% | -33.0% | -18.7% |
| 1Y | -20.8% | +32.8% | -53.6% | -35.1% |
| 3Y | +353.1% | +21.7% | +331.4% | +286.7% |
| 5Y | +942.9% | +8.7% | +934.2% | +825.4% |
| All | +942.9% | +8.8% | +934.1% | +825.4% |
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