+427.3%
CSX vs STT
+204.5%
+222.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -5.5% | -2.5% | -3.0% | -4.5% |
| 30D | +4.9% | -5.0% | +9.9% | +7.1% |
| 3M | -2.9% | -10.5% | +7.6% | +1.7% |
| 6M | +8.3% | +10.0% | -1.7% | +3.1% |
| YTD | +36.7% | +30.7% | +6.1% | +19.9% |
| 1Y | +41.5% | +43.8% | -2.3% | +18.8% |
| 3Y | +68.6% | +168.1% | -99.5% | +5.6% |
| 5Y | +48.4% | +101.4% | -53.0% | +1.1% |
| All | +427.3% | +204.5% | +222.8% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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