+50,118.3%
STRL vs CSGP
+3,334.4%
+46,783.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +6.3% |
| 7D | +3.4% | -4.1% | +7.5% | +4.2% |
| 30D | -9.2% | +2.3% | -11.6% | -10.1% |
| 3M | -51.0% | -8.2% | -42.9% | -51.1% |
| 6M | +15.8% | -35.1% | +50.8% | +23.7% |
| YTD | +58.9% | -54.0% | +112.9% | +81.5% |
| 1Y | +68.5% | -65.3% | +133.8% | +104.6% |
| 3Y | +485.2% | -62.6% | +547.8% | +590.6% |
| 5Y | +2,005.1% | -64.8% | +2,069.9% | +2,369.8% |
| 10Y | +7,118.0% | +45.1% | +7,072.9% | +6,070.4% |
| All | +50,118.3% | +3,334.4% | +46,783.9% | +20,843.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling