+206.6%
C vs CSX
+74.3%
+132.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -3.9% |
| 7D | -5.3% | -2.7% | -2.6% | -3.9% |
| 30D | -7.3% | +7.0% | -14.3% | -10.6% |
| 3M | -13.5% | -0.3% | -13.2% | -13.5% |
| 6M | -6.5% | +13.5% | -20.0% | -13.8% |
| YTD | +3.6% | +41.5% | -37.9% | -17.0% |
| 1Y | +18.9% | +45.8% | -26.9% | -6.6% |
| All | +206.6% | +74.3% | +132.3% | +111.5% |
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