+504.6%
CSX vs STRL
+7,064.8%
-6,560.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | 0.0% |
| 7D | -3.4% | +3.4% | -6.8% | -3.9% |
| 30D | -3.1% | -9.2% | +6.2% | -1.8% |
| 3M | +7.2% | -51.0% | +58.2% | +17.9% |
| 6M | +16.2% | +15.8% | +0.4% | +7.0% |
| YTD | +37.5% | +58.9% | -21.3% | +18.8% |
| 1Y | +53.2% | +68.5% | -15.3% | +28.9% |
| 3Y | +68.2% | +485.2% | -417.0% | +2.4% |
| 5Y | +65.2% | +2,005.1% | -1,939.9% | -28.5% |
| All | +504.6% | +7,064.8% | -6,560.2% | +80.0% |
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