+53.6%
CSX vs STLA
-70.3%
+123.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.5% |
| 7D | -2.7% | -5.5% | +2.8% | -1.7% |
| 30D | +7.0% | -3.7% | +10.7% | +7.5% |
| 3M | -0.3% | -21.1% | +20.8% | +3.7% |
| 6M | +13.5% | -38.3% | +51.9% | +23.4% |
| YTD | +41.5% | -59.2% | +100.7% | +65.1% |
| 1Y | +45.8% | -56.7% | +102.4% | +67.4% |
| 3Y | +74.4% | -74.3% | +148.7% | +116.7% |
| 5Y | +53.6% | -70.2% | +123.8% | +78.5% |
| All | +53.6% | -70.3% | +123.9% | +78.5% |
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