+422.5%
STM vs CSX
+436.1%
-13.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +5.0% |
| 7D | -5.6% | -2.2% | -3.4% | -4.3% |
| 30D | -14.4% | +6.8% | -21.3% | -18.4% |
| 3M | -20.5% | +0.7% | -21.2% | -21.4% |
| 6M | -24.5% | +13.3% | -37.8% | -32.0% |
| YTD | +72.7% | +40.5% | +32.2% | +36.0% |
| 1Y | +91.0% | +44.7% | +46.3% | +47.8% |
| 3Y | +13.5% | +74.5% | -61.0% | -23.8% |
| 5Y | -9.2% | +52.0% | -61.2% | -34.1% |
| 10Y | +422.5% | +412.6% | +9.9% | +158.7% |
| All | +422.5% | +436.1% | -13.5% | +158.7% |
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