+223.5%
C vs CSX
+440.0%
-216.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +2.6% |
| 7D | -2.4% | -5.5% | +3.1% | +1.1% |
| 30D | -6.0% | +4.9% | -10.9% | -9.1% |
| 3M | -10.5% | -2.9% | -7.7% | -9.4% |
| 6M | -5.7% | +8.3% | -14.1% | -11.6% |
| YTD | +4.1% | +36.7% | -32.6% | -16.5% |
| 1Y | +20.5% | +41.5% | -21.0% | -5.5% |
| 3Y | +208.1% | +68.6% | +139.5% | +112.2% |
| 5Y | +110.4% | +48.4% | +62.0% | +54.1% |
| All | +223.5% | +440.0% | -216.4% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling