+8.9%
CAT vs CSX
+48.0%
-39.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.6% | -7.9% | -6.6% |
| 7D | -17.1% | +0.1% | -17.2% | -17.2% |
| 30D | -30.1% | +9.7% | -39.9% | -34.1% |
| 3M | -32.4% | +2.3% | -34.7% | -33.0% |
| 6M | -32.1% | +17.1% | -49.2% | -40.1% |
| YTD | +4.1% | +44.9% | -40.8% | -20.6% |
| 1Y | +8.9% | +47.1% | -38.2% | -17.4% |
| All | +8.9% | +48.0% | -39.1% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling