+26.0%
C vs CSX
+48.0%
-22.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | +1.0% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -2.4% | +9.7% | -12.2% | -4.6% |
| 3M | -8.4% | +2.3% | -10.6% | -8.7% |
| 6M | +0.3% | +17.1% | -16.7% | -5.5% |
| YTD | +9.1% | +44.9% | -35.8% | -7.1% |
| 1Y | +26.0% | +47.1% | -21.0% | +5.8% |
| All | +26.0% | +48.0% | -22.0% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling