+73.5%
CSX vs STRL
+340.9%
-267.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +0.7% | -19.8% | +20.5% | +1.6% |
| 30D | +8.1% | -43.6% | +51.6% | +11.3% |
| 3M | +2.2% | -45.2% | +47.4% | +5.2% |
| 6M | +14.6% | -65.7% | +80.3% | +21.0% |
| YTD | +42.2% | -5.4% | +47.6% | +35.4% |
| 1Y | +47.3% | -24.7% | +72.0% | +42.9% |
| 3Y | +73.5% | +335.0% | -261.5% | +38.9% |
| All | +73.5% | +340.9% | -267.3% | +38.9% |
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