+50.0%
CSX vs STRL
-22.3%
+72.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +3.1% | +23.4% | -20.3% | +2.4% |
| 30D | +9.7% | -39.5% | +49.2% | +11.2% |
| 3M | +4.9% | -45.1% | +50.0% | +6.7% |
| 6M | +18.4% | -64.6% | +82.9% | +22.2% |
| YTD | +45.9% | -1.5% | +47.4% | +37.7% |
| 1Y | +50.0% | -20.8% | +70.7% | +44.4% |
| All | +50.0% | -22.3% | +72.2% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling