+8,757.3%
STX vs CSX
+4,718.0%
+4,039.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -13.9% | -15.1% |
| 7D | -33.4% | -2.7% | -30.7% | -32.4% |
| 30D | -42.1% | +7.0% | -49.1% | -44.3% |
| 3M | -44.3% | -0.3% | -44.0% | -44.6% |
| 6M | -39.4% | +13.5% | -52.9% | -44.0% |
| YTD | +70.0% | +41.5% | +28.5% | +39.8% |
| 1Y | +70.2% | +45.8% | +24.4% | +37.8% |
| 3Y | +585.2% | +74.4% | +510.8% | +396.7% |
| 5Y | +455.7% | +53.6% | +402.1% | +328.3% |
| 10Y | +2,007.9% | +465.6% | +1,542.2% | +672.0% |
| All | +8,757.3% | +4,718.0% | +4,039.3% | +942.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling