+2,108.4%
STX vs CSX
+422.0%
+1,686.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +9.2% |
| 7D | -1.0% | -0.3% | -0.7% | -0.5% |
| 30D | -26.8% | +8.7% | -35.4% | -29.7% |
| 3M | -32.7% | +4.2% | -36.9% | -34.3% |
| 6M | -33.7% | +16.7% | -50.4% | -39.1% |
| YTD | +101.0% | +44.5% | +56.5% | +66.2% |
| 1Y | +92.7% | +50.3% | +42.4% | +56.3% |
| 3Y | +708.7% | +76.3% | +632.4% | +494.2% |
| 5Y | +504.0% | +58.1% | +445.9% | +365.2% |
| 10Y | +2,108.4% | +416.4% | +1,692.0% | +1,217.3% |
| All | +2,108.4% | +422.0% | +1,686.4% | +1,217.3% |
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