+265.0%
C vs CSX
+68.2%
+196.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +3.6% | -3.4% | +7.0% | +5.5% |
| 30D | +0.1% | -3.1% | +3.1% | +1.7% |
| 3M | +2.4% | +7.2% | -4.8% | -2.2% |
| 6M | +24.9% | +16.2% | +8.8% | +13.0% |
| YTD | +19.8% | +37.5% | -17.7% | -2.7% |
| 1Y | +44.9% | +53.2% | -8.4% | +9.4% |
| All | +265.0% | +68.2% | +196.8% | +142.5% |
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