-29.9%
STM vs CSX
+13.7%
-43.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.0% | -13.1% |
| 7D | -20.1% | -2.7% | -17.4% | -20.6% |
| 30D | -32.0% | +7.0% | -39.0% | -29.5% |
| 3M | -24.2% | -0.3% | -23.9% | -23.6% |
| 6M | -29.9% | +13.5% | -43.5% | -32.8% |
| All | -29.9% | +13.7% | -43.7% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling