+1,972.8%
STX vs CSX
+415.8%
+1,557.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | +14.6% | +6.0% | +8.6% | +11.7% |
| 30D | -26.0% | +7.8% | -33.8% | -28.6% |
| 3M | -42.6% | +4.1% | -46.7% | -44.0% |
| 6M | -35.3% | +17.9% | -53.2% | -40.8% |
| YTD | +92.5% | +44.9% | +47.6% | +58.9% |
| 1Y | +102.4% | +51.1% | +51.2% | +63.7% |
| 3Y | +673.8% | +78.3% | +595.6% | +465.6% |
| 5Y | +463.1% | +58.1% | +405.0% | +333.7% |
| All | +1,972.8% | +415.8% | +1,557.0% | +1,139.2% |
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