-24.7%
STRL vs CNP
+7.7%
-32.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | -19.8% | -3.0% | -16.8% | -19.7% |
| 30D | -43.6% | +6.8% | -50.4% | -42.8% |
| 3M | -45.2% | +3.6% | -48.9% | -45.1% |
| 6M | -65.7% | 0.0% | -65.7% | -66.5% |
| YTD | -5.4% | +9.4% | -14.8% | -9.7% |
| 1Y | -24.7% | +6.8% | -31.5% | -24.9% |
| All | -24.7% | +7.7% | -32.3% | -24.9% |
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 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