+646.2%
STX vs CSX
+73.0%
+573.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +8.8% |
| 7D | -14.8% | -2.2% | -12.5% | -14.0% |
| 30D | -35.4% | +6.8% | -42.2% | -36.9% |
| 3M | -37.7% | +0.7% | -38.4% | -37.8% |
| 6M | -35.2% | +13.3% | -48.5% | -38.8% |
| YTD | +84.4% | +40.5% | +43.9% | +57.3% |
| 1Y | +82.3% | +44.7% | +37.6% | +53.5% |
| 3Y | +646.2% | +74.5% | +571.7% | +474.1% |
| All | +646.2% | +73.0% | +573.3% | +474.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling