+992.7%
C vs CSX
+10,514.4%
-9,521.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -3.7% |
| 7D | -5.3% | -2.7% | -2.6% | -3.7% |
| 30D | -7.3% | +7.0% | -14.3% | -11.1% |
| 3M | -13.5% | -0.3% | -13.2% | -13.7% |
| 6M | -6.5% | +13.5% | -20.0% | -14.2% |
| YTD | +3.6% | +41.5% | -37.9% | -16.9% |
| 1Y | +18.9% | +45.8% | -26.9% | -6.3% |
| 3Y | +205.0% | +74.4% | +130.6% | +114.2% |
| 5Y | +109.4% | +53.6% | +55.8% | +56.1% |
| 10Y | +232.9% | +465.6% | -232.7% | +14.1% |
| All | +992.7% | +10,514.4% | -9,521.7% | -6.1% |
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