+784.6%
STRL vs CNP
+73.6%
+711.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.9% |
| 7D | -26.9% | -4.2% | -22.7% | -25.7% |
| 30D | -52.7% | +5.5% | -58.2% | -53.2% |
| 3M | -52.8% | +0.6% | -53.4% | -52.8% |
| 6M | -71.5% | -2.8% | -68.6% | -71.4% |
| YTD | -17.4% | +7.9% | -25.3% | -20.2% |
| 1Y | -35.0% | +6.7% | -41.6% | -36.9% |
| 3Y | +239.2% | +61.1% | +178.1% | +176.6% |
| All | +784.6% | +73.6% | +711.1% | +574.4% |
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