+50.0%
CSX vs STLA
-64.2%
+114.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.0% | +1.5% |
| 7D | +3.1% | -13.1% | +16.2% | +4.3% |
| 30D | +9.7% | -13.3% | +23.0% | +11.0% |
| 3M | +4.9% | -27.9% | +32.8% | +7.9% |
| 6M | +18.4% | -47.8% | +66.2% | +25.6% |
| YTD | +45.9% | -64.6% | +110.4% | +60.1% |
| 1Y | +50.0% | -64.0% | +114.0% | +63.4% |
| All | +50.0% | -64.2% | +114.1% | +63.4% |
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