-9.2%
STM vs CSX
+52.7%
-61.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.6% |
| 3M | -20.5% | +0.7% | -21.2% | -21.4% |
| 6M | -24.5% | +13.3% | -37.8% | -32.8% |
| YTD | +72.7% | +40.5% | +32.2% | +32.4% |
| 1Y | +91.0% | +44.7% | +46.3% | +43.6% |
| 3Y | +13.5% | +74.5% | -61.0% | -29.1% |
| 5Y | -9.2% | +52.0% | -61.2% | -40.8% |
| All | -9.2% | +52.7% | -61.9% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling