+3,988.2%
STRL vs CSGP
+72.5%
+3,915.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.3% | +12.7% | +14.6% |
| 7D | -13.3% | -1.8% | -11.5% | -13.2% |
| 30D | -43.3% | +5.3% | -48.6% | -44.6% |
| 3M | -46.9% | +3.3% | -50.2% | -48.3% |
| 6M | -65.6% | -4.7% | -60.9% | -66.4% |
| YTD | -5.1% | -53.5% | +48.5% | +13.2% |
| 1Y | -23.1% | -53.7% | +30.7% | -8.4% |
| 3Y | +346.8% | -59.7% | +406.6% | +446.0% |
| 5Y | +907.2% | -62.5% | +969.6% | +1,123.4% |
| 10Y | +3,988.2% | +67.3% | +3,920.9% | +2,837.0% |
| All | +3,988.2% | +72.5% | +3,915.6% | +2,837.0% |
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