+1,727.7%
STM vs CSX
+4,739.6%
-3,011.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.0% | -11.2% |
| 7D | -20.1% | -2.7% | -17.4% | -18.9% |
| 30D | -32.0% | +7.0% | -39.0% | -34.6% |
| 3M | -24.2% | -0.3% | -23.9% | -24.5% |
| 6M | -29.9% | +13.5% | -43.5% | -35.6% |
| YTD | +54.9% | +41.5% | +13.4% | +27.4% |
| 1Y | +68.0% | +45.8% | +22.2% | +36.2% |
| 3Y | -0.1% | +74.4% | -74.5% | -26.9% |
| 5Y | -17.9% | +53.6% | -71.5% | -36.0% |
| 10Y | +392.2% | +465.6% | -73.4% | +97.3% |
| All | +1,727.7% | +4,739.6% | -3,011.9% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling