+1,883.6%
STX vs CSX
+440.0%
+1,443.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.4% |
| 7D | -28.5% | -5.5% | -23.0% | -26.6% |
| 30D | -42.9% | +4.9% | -47.9% | -44.4% |
| 3M | -45.9% | -2.9% | -43.1% | -45.5% |
| 6M | -41.3% | +8.3% | -49.6% | -44.2% |
| YTD | +67.9% | +36.7% | +31.2% | +42.3% |
| 1Y | +66.5% | +41.5% | +25.0% | +38.8% |
| 3Y | +588.0% | +68.6% | +519.3% | +415.4% |
| 5Y | +449.1% | +48.4% | +400.6% | +334.9% |
| All | +1,883.6% | +440.0% | +1,443.7% | +1,108.8% |
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 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