+463.1%
STM vs CSX
+422.0%
+41.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.7% |
| 30D | -8.4% | +8.7% | -17.1% | -13.5% |
| 3M | -15.8% | +4.2% | -20.0% | -18.5% |
| 6M | -22.8% | +16.7% | -39.5% | -31.7% |
| YTD | +79.4% | +44.5% | +34.9% | +38.8% |
| 1Y | +97.0% | +50.3% | +46.7% | +48.8% |
| 3Y | +14.2% | +76.3% | -62.1% | -23.8% |
| 5Y | -4.5% | +58.1% | -62.6% | -32.4% |
| 10Y | +463.1% | +416.4% | +46.7% | +166.8% |
| All | +463.1% | +422.0% | +41.1% | +166.8% |
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