+7,161.0%
STRL vs CSGP
+45.2%
+7,115.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +6.3% |
| 7D | +3.4% | -4.1% | +7.5% | +4.3% |
| 30D | -9.2% | +2.3% | -11.6% | -10.2% |
| 3M | -51.0% | -8.2% | -42.9% | -50.9% |
| 6M | +15.8% | -35.1% | +50.8% | +27.5% |
| YTD | +58.9% | -54.0% | +112.9% | +93.2% |
| 1Y | +68.5% | -65.3% | +133.8% | +125.5% |
| 3Y | +485.2% | -62.6% | +547.8% | +644.2% |
| 5Y | +2,005.1% | -64.8% | +2,069.9% | +2,552.5% |
| All | +7,161.0% | +45.2% | +7,115.8% | +4,906.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling