+3,988.2%
STRL vs CNP
+142.6%
+3,845.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.4% | +14.6% | +14.8% |
| 7D | -13.3% | -4.3% | -9.0% | -10.9% |
| 30D | -43.3% | +5.7% | -49.1% | -44.7% |
| 3M | -46.9% | +0.9% | -47.8% | -46.9% |
| 6M | -65.6% | -1.1% | -64.5% | -65.6% |
| YTD | -5.1% | +8.3% | -13.3% | -9.6% |
| 1Y | -23.1% | +5.9% | -29.0% | -26.0% |
| 3Y | +346.8% | +64.6% | +282.2% | +233.0% |
| 5Y | +907.2% | +74.6% | +832.6% | +613.0% |
| 10Y | +3,988.2% | +139.8% | +3,848.3% | +2,036.3% |
| All | +3,988.2% | +142.6% | +3,845.6% | +2,036.3% |
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