+24,522.3%
STRL vs CNI
+6,783.7%
+17,738.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | +15.7% | +2.5% | +13.1% | +14.4% |
| 30D | -35.5% | +6.1% | -41.6% | -37.6% |
| 3M | -47.1% | +0.1% | -47.3% | -47.4% |
| 6M | -65.8% | +14.9% | -80.7% | -68.5% |
| YTD | -4.5% | +30.9% | -35.4% | -17.9% |
| 1Y | -10.5% | +33.9% | -44.4% | -24.1% |
| 3Y | +340.6% | +20.2% | +320.4% | +292.3% |
| 5Y | +911.0% | +8.2% | +902.8% | +846.8% |
| 10Y | +3,727.1% | +142.2% | +3,584.9% | +2,318.9% |
| All | +24,522.3% | +6,783.7% | +17,738.6% | +4,230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling