+588.0%
STX vs CSX
+68.4%
+519.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.1% |
| 7D | -28.5% | -5.5% | -23.0% | -27.1% |
| 30D | -42.9% | +4.9% | -47.9% | -44.0% |
| 3M | -45.9% | -2.9% | -43.1% | -45.3% |
| 6M | -41.3% | +8.3% | -49.6% | -43.6% |
| YTD | +67.9% | +36.7% | +31.2% | +44.5% |
| 1Y | +66.5% | +41.5% | +25.0% | +41.2% |
| 3Y | +588.0% | +68.6% | +519.3% | +425.7% |
| All | +588.0% | +68.4% | +519.6% | +425.7% |
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