+227.8%
STRL vs CSGP
-58.5%
+286.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.6% | -12.2% | -14.1% |
| 7D | -34.6% | +13.9% | -48.5% | -33.2% |
| 30D | -56.7% | +16.0% | -72.7% | -55.6% |
| 3M | -54.4% | +6.1% | -60.5% | -53.6% |
| 6M | -69.7% | -8.2% | -61.5% | -68.7% |
| YTD | -20.2% | -52.3% | +32.1% | -6.0% |
| 1Y | -40.6% | -54.5% | +13.9% | -29.0% |
| All | +227.8% | -58.5% | +286.3% | +302.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling