+504.0%
STRL vs CSGP
-61.9%
+565.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +5.6% |
| 7D | +3.4% | -4.1% | +7.5% | +3.2% |
| 30D | -9.2% | +2.3% | -11.6% | -9.1% |
| 3M | -51.0% | -8.2% | -42.9% | -50.4% |
| 6M | +15.8% | -35.1% | +50.8% | +24.4% |
| YTD | +58.9% | -54.0% | +112.9% | +85.4% |
| 1Y | +68.5% | -65.3% | +133.8% | +117.0% |
| All | +504.0% | -61.9% | +565.9% | +660.6% |
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