+7,768.0%
CSX vs STRL
+9,673.6%
-1,905.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 3M | -0.3% | -54.4% | +54.1% | +3.4% |
| 6M | +13.5% | -69.7% | +83.2% | +19.6% |
| YTD | +41.5% | -20.2% | +61.7% | +40.2% |
| 1Y | +45.8% | -40.6% | +86.3% | +46.5% |
| 3Y | +74.4% | +221.7% | -147.3% | +57.5% |
| 5Y | +53.6% | +799.0% | -745.4% | +30.6% |
| 10Y | +465.6% | +3,451.5% | -2,985.8% | +344.0% |
| All | +7,768.0% | +9,673.6% | -1,905.6% | +5,894.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling