+53.2%
CSX vs STLD
+89.3%
-36.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -3.4% | +3.1% | -6.5% | -3.8% |
| 30D | -3.1% | -9.0% | +5.9% | -1.8% |
| 3M | +7.2% | -12.4% | +19.5% | +9.5% |
| 6M | +16.2% | +25.5% | -9.3% | +9.4% |
| YTD | +37.5% | +43.6% | -6.1% | +27.4% |
| 1Y | +53.2% | +87.2% | -34.0% | +42.1% |
| All | +53.2% | +89.3% | -36.0% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling