+3,541.4%
STRL vs CSGP
+71.3%
+3,470.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.6% | -12.2% | -13.6% |
| 7D | -34.6% | +13.9% | -48.5% | -36.4% |
| 30D | -56.7% | +16.0% | -72.7% | -58.5% |
| 3M | -54.4% | +6.1% | -60.5% | -55.9% |
| 6M | -69.7% | -8.2% | -61.5% | -70.1% |
| YTD | -20.2% | -52.3% | +32.1% | -5.2% |
| 1Y | -40.6% | -54.5% | +13.9% | -28.4% |
| 3Y | +221.7% | -58.6% | +280.3% | +290.8% |
| 5Y | +799.0% | -61.5% | +860.5% | +987.9% |
| All | +3,541.4% | +71.3% | +3,470.1% | +2,412.4% |
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