+416.4%
CSX vs STLA
+0.5%
+415.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.5% |
| 7D | -0.3% | -11.6% | +11.3% | +2.8% |
| 30D | +8.7% | -6.2% | +14.9% | +10.0% |
| 3M | +4.2% | -24.6% | +28.8% | +10.9% |
| 6M | +16.7% | -44.9% | +61.6% | +34.1% |
| YTD | +44.5% | -62.3% | +106.7% | +80.3% |
| 1Y | +50.3% | -61.8% | +112.1% | +86.4% |
| 3Y | +76.3% | -75.3% | +151.7% | +136.4% |
| 5Y | +58.1% | -72.5% | +130.7% | +98.2% |
| 10Y | +416.4% | +0.8% | +415.6% | +352.0% |
| All | +416.4% | +0.5% | +415.9% | +352.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling