+67.8%
CSX vs STLA
-62.4%
+130.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -3.4% | +2.6% | -6.0% | -3.9% |
| 30D | -3.1% | -1.2% | -1.8% | -3.0% |
| 3M | +7.2% | -24.8% | +31.9% | +12.8% |
| 6M | +16.2% | -25.6% | +41.7% | +22.0% |
| YTD | +37.5% | -48.9% | +86.5% | +54.4% |
| 1Y | +53.2% | -38.8% | +92.0% | +63.5% |
| 3Y | +68.2% | -64.5% | +132.8% | +95.5% |
| All | +67.8% | -62.4% | +130.2% | +84.7% |
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