+72.2%
CSX vs STLD
+135.5%
-63.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -3.4% | +3.1% | -6.5% | -4.1% |
| 30D | -3.1% | -9.0% | +5.9% | -1.2% |
| 3M | +7.2% | -12.4% | +19.5% | +10.0% |
| 6M | +16.2% | +25.5% | -9.3% | +8.6% |
| YTD | +37.5% | +43.6% | -6.1% | +24.1% |
| 1Y | +53.2% | +87.2% | -34.0% | +28.9% |
| All | +72.2% | +135.5% | -63.3% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling