+41.5%
CSX vs STLA
-56.7%
+98.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -5.5% | -4.5% | -1.0% | -5.1% |
| 30D | +4.9% | -3.9% | +8.8% | +5.2% |
| 3M | -2.9% | -20.2% | +17.3% | -0.9% |
| 6M | +8.3% | -42.2% | +50.5% | +13.8% |
| YTD | +36.7% | -59.3% | +96.1% | +47.7% |
| 1Y | +41.5% | -56.1% | +97.6% | +49.2% |
| All | +41.5% | -56.7% | +98.2% | +49.2% |
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