+98.3%
STM vs CSX
+49.3%
+49.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +12.0% | +6.0% | +6.0% | +9.6% |
| 30D | -0.4% | +7.8% | -8.2% | -3.2% |
| 3M | -13.2% | +4.1% | -17.3% | -14.2% |
| 6M | -26.1% | +17.9% | -44.0% | -37.1% |
| YTD | +81.2% | +44.9% | +36.3% | +28.0% |
| 1Y | +98.3% | +51.1% | +47.2% | +30.9% |
| All | +98.3% | +49.3% | +49.0% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling