+2,022.6%
STRL vs CSGP
-64.7%
+2,087.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +6.0% |
| 7D | +3.4% | -4.1% | +7.5% | +3.8% |
| 30D | -9.2% | +2.3% | -11.6% | -9.7% |
| 3M | -51.0% | -8.2% | -42.9% | -50.7% |
| 6M | +15.8% | -35.1% | +50.8% | +25.4% |
| YTD | +58.9% | -54.0% | +112.9% | +87.3% |
| 1Y | +68.5% | -65.3% | +133.8% | +116.6% |
| 3Y | +485.2% | -62.6% | +547.8% | +618.1% |
| All | +2,022.6% | -64.7% | +2,087.3% | +2,487.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling