+0.4%
STM vs CSX
+74.3%
-73.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.0% | -11.1% |
| 7D | -20.1% | -2.7% | -17.4% | -18.8% |
| 30D | -32.0% | +7.0% | -39.0% | -34.8% |
| 3M | -24.2% | -0.3% | -23.9% | -24.2% |
| 6M | -29.9% | +13.5% | -43.5% | -37.1% |
| YTD | +54.9% | +41.5% | +13.4% | +20.2% |
| 1Y | +68.0% | +45.8% | +22.2% | +27.9% |
| All | +0.4% | +74.3% | -73.8% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling