+3,877.5%
STRL vs CNP
+143.3%
+3,734.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.9% |
| 7D | -19.8% | -3.0% | -16.8% | -18.1% |
| 30D | -43.6% | +6.8% | -50.4% | -45.2% |
| 3M | -45.2% | +3.6% | -48.9% | -45.9% |
| 6M | -65.7% | 0.0% | -65.7% | -65.9% |
| YTD | -5.4% | +9.4% | -14.8% | -10.5% |
| 1Y | -24.7% | +6.8% | -31.5% | -27.9% |
| 3Y | +335.0% | +64.2% | +270.9% | +224.9% |
| 5Y | +915.3% | +76.0% | +839.3% | +615.8% |
| 10Y | +3,877.5% | +143.3% | +3,734.2% | +1,978.9% |
| All | +3,877.5% | +143.3% | +3,734.2% | +1,978.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling