-25.9%
STRL vs CNP
+8.7%
-34.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.5% | -18.0% | -21.4% |
| 7D | -27.1% | -1.3% | -25.7% | -26.6% |
| 30D | -45.8% | +8.7% | -54.5% | -44.9% |
| 3M | -47.6% | -0.7% | -46.9% | -48.1% |
| 6M | -46.4% | -4.2% | -42.3% | -47.3% |
| YTD | -7.4% | +8.9% | -16.2% | -11.0% |
| 1Y | -25.9% | +8.3% | -34.2% | -27.1% |
| All | -25.9% | +8.7% | -34.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling