+504.0%
STRL vs CNP
+55.2%
+448.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +5.8% |
| 7D | +3.4% | +1.1% | +2.3% | +3.2% |
| 30D | -9.2% | -1.8% | -7.4% | -9.0% |
| 3M | -51.0% | -4.6% | -46.4% | -51.0% |
| 6M | +15.8% | -8.8% | +24.6% | +16.9% |
| YTD | +58.9% | +5.2% | +53.6% | +54.8% |
| 1Y | +68.5% | +8.3% | +60.2% | +63.0% |
| All | +504.0% | +55.2% | +448.9% | +412.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling