+19,359.6%
STRL vs CNP
+1,522.6%
+17,837.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +5.9% |
| 7D | +3.4% | +1.1% | +2.3% | +3.2% |
| 30D | -9.2% | -1.8% | -7.4% | -8.9% |
| 3M | -51.0% | -4.6% | -46.4% | -50.7% |
| 6M | +15.8% | -8.8% | +24.6% | +17.5% |
| YTD | +58.9% | +5.2% | +53.6% | +56.5% |
| 1Y | +68.5% | +8.3% | +60.2% | +64.9% |
| 3Y | +485.2% | +54.9% | +430.3% | +428.3% |
| 5Y | +2,005.1% | +73.5% | +1,931.6% | +1,752.5% |
| 10Y | +7,118.0% | +139.1% | +6,978.8% | +5,818.8% |
| All | +19,359.6% | +1,522.6% | +17,837.0% | +12,798.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling