+465.1%
STM vs CSX
+415.8%
+49.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.0% |
| 7D | +12.0% | +6.0% | +6.0% | +8.1% |
| 30D | -0.4% | +7.8% | -8.2% | -5.4% |
| 3M | -13.2% | +4.1% | -17.3% | -15.9% |
| 6M | -26.1% | +17.9% | -44.0% | -35.1% |
| YTD | +81.2% | +44.9% | +36.3% | +39.9% |
| 1Y | +98.3% | +51.1% | +47.2% | +49.2% |
| 3Y | +16.7% | +78.3% | -61.5% | -22.7% |
| 5Y | -4.8% | +58.1% | -62.9% | -32.7% |
| All | +465.1% | +415.8% | +49.3% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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