+74.5%
CSX vs STRL
+222.3%
-147.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.9% | +11.5% | -1.6% |
| 7D | -2.7% | -34.6% | +31.9% | -0.7% |
| 30D | +7.0% | -56.7% | +63.7% | +11.9% |
| 3M | -0.3% | -54.4% | +54.1% | +3.7% |
| 6M | +13.5% | -69.7% | +83.2% | +20.5% |
| YTD | +41.5% | -20.2% | +61.7% | +36.3% |
| 1Y | +45.8% | -40.6% | +86.3% | +43.8% |
| All | +74.5% | +222.3% | -147.9% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling