+427.3%
CSX vs STLD
+868.9%
-441.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.5% |
| 7D | -5.5% | -11.1% | +5.6% | -2.0% |
| 30D | +4.9% | -4.8% | +9.7% | +6.3% |
| 3M | -2.9% | -14.6% | +11.7% | +1.4% |
| 6M | +8.3% | -7.4% | +15.8% | +9.4% |
| YTD | +36.7% | +32.6% | +4.2% | +21.6% |
| 1Y | +41.5% | +47.3% | -5.8% | +21.4% |
| 3Y | +68.6% | +107.5% | -38.9% | +24.1% |
| 5Y | +48.4% | +268.8% | -220.4% | -16.8% |
| All | +427.3% | +868.9% | -441.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling