+53.6%
CSX vs STLD
+268.5%
-214.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.6% | +5.2% | -0.5% |
| 7D | -2.7% | -12.5% | +9.8% | +0.4% |
| 30D | +7.0% | -6.8% | +13.8% | +8.6% |
| 3M | -0.3% | -16.4% | +16.1% | +3.6% |
| 6M | +13.5% | -6.1% | +19.7% | +14.0% |
| YTD | +41.5% | +32.0% | +9.5% | +29.3% |
| 1Y | +45.8% | +45.5% | +0.3% | +29.8% |
| 3Y | +74.4% | +106.5% | -32.1% | +38.2% |
| 5Y | +53.6% | +267.2% | -213.6% | -2.1% |
| All | +53.6% | +268.5% | -214.9% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling