+678.9%
STM vs CSX
+504.4%
+174.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.3% |
| 7D | +5.8% | -3.4% | +9.2% | +8.1% |
| 30D | -1.0% | -3.1% | +2.1% | +0.9% |
| 3M | -33.3% | +7.2% | -40.4% | -37.1% |
| 6M | +57.4% | +16.2% | +41.2% | +41.2% |
| YTD | +102.2% | +37.5% | +64.6% | +62.7% |
| 1Y | +99.6% | +53.2% | +46.4% | +49.8% |
| 3Y | +14.5% | +68.2% | -53.7% | -20.6% |
| 5Y | +21.4% | +65.2% | -43.9% | -15.7% |
| All | +678.9% | +504.4% | +174.6% | +235.7% |
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