+89.4%
STM vs CSX
+45.3%
+44.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +5.7% |
| 7D | -5.6% | -2.2% | -3.4% | -4.7% |
| 30D | -14.4% | +6.8% | -21.3% | -16.9% |
| 3M | -20.5% | +0.7% | -21.2% | -20.4% |
| 6M | -24.5% | +13.3% | -37.8% | -34.3% |
| YTD | +72.7% | +40.5% | +32.2% | +23.4% |
| All | +89.4% | +45.3% | +44.2% | +27.7% |
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 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