+1,907.8%
STX vs CSX
+413.7%
+1,494.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.4% |
| 7D | -17.3% | +0.7% | -18.0% | -17.4% |
| 30D | -35.9% | +8.1% | -44.0% | -38.4% |
| 3M | -37.3% | +2.2% | -39.5% | -38.3% |
| 6M | -35.8% | +14.6% | -50.4% | -40.5% |
| YTD | +82.7% | +42.2% | +40.5% | +52.1% |
| 1Y | +71.6% | +47.3% | +24.3% | +40.5% |
| 3Y | +635.3% | +73.5% | +561.7% | +443.9% |
| 5Y | +483.8% | +54.1% | +429.7% | +354.5% |
| All | +1,907.8% | +413.7% | +1,494.1% | +1,105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling