+688.6%
CAT vs CSX
+415.8%
+272.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.4% |
| 7D | +7.4% | +6.0% | +1.5% | +3.9% |
| 30D | -19.7% | +7.8% | -27.5% | -23.6% |
| 3M | -29.6% | +4.1% | -33.7% | -31.7% |
| 6M | -33.2% | +17.9% | -51.1% | -40.1% |
| YTD | +5.7% | +44.9% | -39.2% | -16.1% |
| 1Y | +9.3% | +51.1% | -41.8% | -15.4% |
| 3Y | +158.3% | +78.3% | +80.1% | +78.3% |
| 5Y | +211.6% | +58.1% | +153.5% | +126.9% |
| All | +688.6% | +415.8% | +272.8% | +277.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling