+1,129.7%
CSX vs STLA
+190.5%
+939.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.4% |
| 7D | -2.7% | -5.5% | +2.8% | -1.6% |
| 30D | +7.0% | -3.7% | +10.7% | +7.5% |
| 3M | -0.3% | -21.1% | +20.8% | +3.8% |
| 6M | +13.5% | -38.3% | +51.9% | +23.7% |
| YTD | +41.5% | -59.2% | +100.7% | +65.4% |
| 1Y | +45.8% | -56.7% | +102.4% | +67.9% |
| 3Y | +74.4% | -74.3% | +148.7% | +116.5% |
| 5Y | +53.6% | -70.2% | +123.8% | +80.9% |
| 10Y | +465.6% | +23.4% | +442.3% | +404.6% |
| All | +1,129.7% | +190.5% | +939.1% | +915.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling