+53.6%
CSX vs STRL
+788.2%
-734.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.9% | +11.5% | -1.2% |
| 7D | -2.7% | -34.6% | +31.9% | +0.4% |
| 30D | +7.0% | -56.7% | +63.7% | +14.4% |
| 3M | -0.3% | -54.4% | +54.1% | +5.8% |
| 6M | +13.5% | -69.7% | +83.2% | +24.0% |
| YTD | +41.5% | -20.2% | +61.7% | +34.7% |
| 1Y | +45.8% | -40.6% | +86.3% | +43.6% |
| 3Y | +74.4% | +221.7% | -147.3% | +24.9% |
| 5Y | +53.6% | +799.0% | -745.4% | -22.5% |
| All | +53.6% | +788.2% | -734.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling