+3,220.9%
CSX vs STLD
+8,684.3%
-5,463.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -3.4% | +3.1% | -6.5% | -4.3% |
| 30D | -3.1% | -9.0% | +5.9% | -0.7% |
| 3M | +7.2% | -12.4% | +19.5% | +10.5% |
| 6M | +16.2% | +25.5% | -9.3% | +7.4% |
| YTD | +37.5% | +43.6% | -6.1% | +21.8% |
| 1Y | +53.2% | +87.2% | -34.0% | +24.8% |
| 3Y | +68.2% | +135.2% | -67.0% | +24.9% |
| 5Y | +65.2% | +290.9% | -225.6% | +1.0% |
| 10Y | +504.1% | +1,113.5% | -609.3% | +147.7% |
| All | +3,220.9% | +8,684.3% | -5,463.4% | +625.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling