+16,011.1%
STX vs CSX
+4,583.4%
+11,427.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +5.9% |
| 7D | +2.4% | -3.4% | +5.7% | +4.2% |
| 30D | +1.4% | -3.1% | +4.5% | +3.1% |
| 3M | -8.2% | +7.2% | -15.4% | -11.9% |
| 6M | +127.0% | +16.2% | +110.9% | +108.7% |
| YTD | +209.1% | +37.5% | +171.6% | +160.0% |
| 1Y | +365.4% | +53.2% | +312.2% | +268.5% |
| 3Y | +1,135.4% | +68.2% | +1,067.2% | +818.1% |
| 5Y | +991.5% | +65.2% | +926.3% | +715.4% |
| 10Y | +3,695.8% | +504.1% | +3,191.7% | +1,249.7% |
| All | +16,011.1% | +4,583.4% | +11,427.7% | +1,838.1% |
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 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