+239.2%
STRL vs CSGP
-60.4%
+299.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +2.7% |
| 7D | -26.9% | +1.3% | -28.2% | -26.6% |
| 30D | -52.7% | +10.7% | -63.4% | -51.9% |
| 3M | -52.8% | +3.3% | -56.1% | -52.3% |
| 6M | -71.5% | -10.3% | -61.1% | -70.9% |
| YTD | -17.4% | -54.6% | +37.1% | -3.5% |
| 1Y | -35.0% | -54.6% | +19.7% | -24.1% |
| 3Y | +239.2% | -60.3% | +299.6% | +313.3% |
| All | +239.2% | -60.4% | +299.7% | +313.3% |
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