+1,163.5%
C vs CSX
+10,217.9%
-9,054.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +3.6% | -3.4% | +7.0% | +5.7% |
| 30D | +0.1% | -3.1% | +3.1% | +1.8% |
| 3M | +2.4% | +7.2% | -4.8% | -2.3% |
| 6M | +24.9% | +16.2% | +8.8% | +13.1% |
| YTD | +19.8% | +37.5% | -17.7% | -2.0% |
| 1Y | +44.9% | +53.2% | -8.4% | +11.0% |
| 3Y | +263.0% | +68.2% | +194.7% | +161.1% |
| 5Y | +129.5% | +65.2% | +64.3% | +64.3% |
| 10Y | +291.6% | +504.1% | -212.5% | +29.4% |
| All | +1,163.5% | +10,217.9% | -9,054.4% | +10.8% |
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 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