+29,181.0%
STRL vs CSGP
+3,520.0%
+25,661.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.0% | -25.5% | -22.2% |
| 7D | -27.1% | +18.3% | -45.4% | -29.8% |
| 30D | -45.8% | +17.8% | -63.6% | -48.3% |
| 3M | -47.6% | +9.3% | -56.9% | -49.7% |
| 6M | -46.4% | -7.9% | -38.5% | -47.6% |
| YTD | -7.4% | -51.5% | +44.2% | +3.0% |
| 1Y | -25.9% | -53.3% | +27.5% | -17.0% |
| 3Y | +273.4% | -57.9% | +331.3% | +322.9% |
| 5Y | +944.4% | -61.3% | +1,005.7% | +1,083.5% |
| 10Y | +4,023.0% | +77.5% | +3,945.4% | +3,227.7% |
| All | +29,181.0% | +3,520.0% | +25,661.0% | +11,784.7% |
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