+47.1%
CSX vs STLA
-53.0%
+100.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.3% |
| 7D | +0.1% | -0.6% | +0.8% | +0.2% |
| 30D | +9.7% | +3.6% | +6.2% | +9.3% |
| 3M | +2.3% | -20.6% | +22.9% | +4.3% |
| 6M | +17.1% | -34.3% | +51.4% | +21.4% |
| YTD | +44.9% | -57.3% | +102.2% | +54.7% |
| 1Y | +47.1% | -52.6% | +99.7% | +53.1% |
| All | +47.1% | -53.0% | +100.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling