+9,772.3%
CSX vs STT
+7,372.9%
+2,399.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -3.1% | +3.9% | -6.9% | -4.4% |
| 3M | +7.2% | +20.0% | -12.8% | +0.5% |
| 6M | +16.2% | +55.3% | -39.1% | -0.3% |
| YTD | +37.5% | +53.3% | -15.8% | +18.2% |
| 1Y | +53.2% | +74.7% | -21.5% | +25.8% |
| 3Y | +68.2% | +205.8% | -137.6% | +13.3% |
| 5Y | +65.2% | +145.0% | -79.8% | +16.3% |
| 10Y | +504.1% | +266.0% | +238.1% | +258.4% |
| All | +9,772.3% | +7,372.9% | +2,399.3% | +2,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling