+427.3%
CSX vs STRL
+3,580.1%
-3,152.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -3.9% |
| 7D | -5.5% | -26.9% | +21.4% | -1.9% |
| 30D | +4.9% | -52.7% | +57.6% | +15.9% |
| 3M | -2.9% | -52.8% | +50.0% | +6.9% |
| 6M | +8.3% | -71.5% | +79.8% | +26.6% |
| YTD | +36.7% | -17.4% | +54.2% | +28.1% |
| 1Y | +41.5% | -35.0% | +76.5% | +37.7% |
| 3Y | +68.6% | +239.2% | -170.6% | +8.3% |
| 5Y | +48.4% | +830.2% | -781.7% | -28.1% |
| All | +427.3% | +3,580.1% | -3,152.7% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling