+48.2%
CSX vs STLA
-70.1%
+118.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -5.5% | -4.5% | -1.0% | -4.7% |
| 30D | +4.9% | -3.9% | +8.8% | +5.5% |
| 3M | -2.9% | -20.2% | +17.3% | +0.8% |
| 6M | +8.3% | -42.2% | +50.5% | +19.3% |
| YTD | +36.7% | -59.3% | +96.1% | +59.6% |
| 1Y | +41.5% | -56.1% | +97.6% | +62.0% |
| 3Y | +68.6% | -73.7% | +142.3% | +108.0% |
| All | +48.2% | -70.1% | +118.2% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling