+2,022.6%
STRL vs CNP
+73.1%
+1,949.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.0% |
| 7D | +3.4% | +1.1% | +2.3% | +3.1% |
| 30D | -9.2% | -1.8% | -7.4% | -8.8% |
| 3M | -51.0% | -4.6% | -46.4% | -50.7% |
| 6M | +15.8% | -8.8% | +24.6% | +18.1% |
| YTD | +58.9% | +5.2% | +53.6% | +54.1% |
| 1Y | +68.5% | +8.3% | +60.2% | +61.6% |
| 3Y | +485.2% | +54.9% | +430.3% | +382.2% |
| All | +2,022.6% | +73.1% | +1,949.5% | +1,551.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling